Before revision:  Our framework nests a novel approach to modeling heterogeneous treatment effects with a binary dependent variable. In addition, we apply our results to conditional moment models with missing data and static games of incomplete information. Finally, we generalize our results to generic extremum estimation with a nuisance component .
After revision:  We demonstrate our method by estimating the short-term heterogeneous impact of Connecticut's Jobs First welfare reform experiment on women's welfare participation decision .