arXiv 15 Dec 2021 · Econometrics · 3 citations (OpenAlex)
arXiv:2112.08092 · PDF · DOI · OpenAlex · Extracted main text
We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates. This allows us to obtain testable equality and inequality restrictions among the subdensities of estimable partial residuals. We propose jointly testing these restrictions. To improve power, we introduce distillation, where a trimmed sample is used to test the inequality restrictions. In Monte Carlo exercises we find gains in finite sample power from testing restrictions jointly and distillation. We apply our test procedure to three instruments and reject the null for one.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Kitagawa, T (2015) A Test for Instrument Validity self | 1.000 | 25 | 6 | 100% |
| 2 | Carneiro, P., J. J. Heckman, and E. J. Vytlacil (2011) Estimating Marginal Returns to Education | 1.000 | 11 | 3 | 100% |
| 3 | Mourifié, I. and Y. Wan (2017) Testing local average treatment effect assumptions | 1.000 | 10 | 3 | 100% |
| 4 | Huber, M. and G. Mellace (2015) Testing instrument validity for LATE identification based on inequality moment constraints | 1.000 | 9 | 3 | 100% |
| 5 | Imbens, G. W. and J. D. Angrist (1994) Identification and Estimation of Local Average Treatment Effects | 0.928 | 4 | 3 | 100% |
| 6 | Angrist, J. D. and W. N. Evans (1998) Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size | 0.874 | 17 | 2 | 100% |
| 7 | Card, D (1993) Using Geographic Variation in College Proximity to Estimate the Return to Schooling, Working Paper 4483, National Bureau of Econ… | 0.874 | 13 | 2 | 100% |
| 8 | Oreopoulos, P (2006) Estimating Average and Local Average Treatment Effects of Education when Compulsory Schooling Laws Really Matter | 0.874 | 13 | 2 | 100% |
| 9 | Sun, Z (2021) Instrument Validity for Heterogeneous Causal Effects | 0.874 | 5 | 2 | 100% |
| 10 | Heckman, J. J. and E. Vytlacil (2005) Structural equations, treatment effects, and econometric policy evaluation | 0.811 | 4 | 2 | 100% |
Showing the top 10 of 59 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | A Sharp Test for the Judge Leniency Design | 0.737 | 3 | 2 |
| 2 | Pairwise Valid Instruments | 0.405 | 1 | 1 |
| 3 | Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity | 0.405 | 1 | 1 |
| 4 | Testing Mechanisms | 0.405 | 1 | 1 |
| 5 | Unobserved Heterogeneous Spillover Effects in Instrumental Variable Models | 0.405 | 1 | 1 |
| 6 | A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects | 0.405 | 1 | 1 |