Generalized instrumental inequalities: testing the instrumental variable independence assumption
نویسندگان
چکیده
منابع مشابه
Generalized instrumental variable models
The ability to allow for flexible forms of unobserved heterogeneity is an essential ingredient in modern microeconometrics. In this paper we extend the application of instrumental variable (IV) methods to a wide class of problems in which multiple values of unobservable variables can be associated with particular combinations of observed endogenous and exogenous variables. In our Generalized In...
متن کاملTesting for the Unconfoundedness Assumption Using an Instrumental Assumption
The identification of average causal effects of a treatment in observational studies is typically based either on the unconfoundedness assumption (exogeneity of the treatment) or on the availability of an instrument. When available, instruments may also be used to test for the unconfoundedness assumption. In this paper, we present a set of assumptions on an instrumental variable which allows us...
متن کاملCharacterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions
Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions We build on Rosenzweig and Wolpin (2000) and Keane (2010) and show that in order to fulfill the Instrumental variable (IV) identifying moment condition, a policy must be designed so that compliers and non-compliers either have the same average error term, or have an error term ratio equal to their rel...
متن کاملInstrumental Variable Estimation with a Stochastic Monotonicity Assumption
The instrumental variables (IV) method provides a way to estimate the causal effect of a treatment when there are unmeasured confounding variables. The method requires a valid IV, a variable that is independent of the unmeasured confounding variables and is associated with the treatment but which has no effect on the outcome beyond its effect on the treatment. An additional assumption often mad...
متن کاملInstrumental variable analysis.
The main advantage of the randomized controlled trial (RCT) is the random assignment of treatment that prevents selection by prognosis. Nevertheless, only few RCTs can be performed given their high cost and the difficulties in conducting such studies. Therefore, several analytical methods for removing the effects of selection bias in observational studies have been proposed. The first aim of th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrika
سال: 2020
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asaa003