EconBase
← All papers

A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs

Seojeong Lee

arXiv 5 Jun 2018 · Econometrics

arXiv:1806.01457 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2SLS) estimand is a weighted average of different LATEs. What is often overlooked in the literature is that the postulated moment condition evaluated at the 2SLS estimand does not hold unless those LATEs are the same. If so, the conventional heteroskedasticity-robust variance estimator would be inconsistent, and 2SLS standard errors based on such estimators would be incorrect. I derive the correct asymptotic distribution, and propose a consistent asymptotic variance estimator by using the result of Hall and Inoue (2003, Journal of Econometrics) on misspecified moment condition models. This can be used to correctly calculate the standard errors regardless of whether there is more than one LATE or not.

Citation extraction

0
references
0
in-text mentions
0
distinct cited
0
self-citations
8,508
main-text words

appendix boundary found by appendix_command · 80% of the source is main text. Read the extracted text to check this.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference on LATEs with covariates1.00063
2Sensitivity, Informativeness, and Misspecification in GMM Estimation0.64422
32.5cm Identification and Inference with Machine-Learned Instruments0.64422
4Double robust inference for continuous updating GMM0.40511
5Inference with Many Weak Instruments and Heterogeneity0.40511
6The purpose of an estimator is what it does: Misspecification, estimands, and over-identification0.40511
7Leniency Designs: An Operator's Manual0.40511