arXiv 16 Aug 2023 · Econometrics · publishedEconomics Letters (2023) · 1 citations (OpenAlex)
arXiv:2308.08390 · PDF · DOI · OpenAlex · Extracted main text
When multi-dimensional instruments are used to identify and estimate causal effects, the monotonicity condition may not hold due to heterogeneity in the population. Under a partial monotonicity condition, which only requires the monotonicity to hold for each instrument separately holding all the other instruments fixed, the 2SLS estimand can still be a positively weighted average of LATEs. In this paper, we provide a simple nonparametric test for partial instrument monotonicity. We demonstrate the good finite sample properties of the test through Monte Carlo simulations. We then apply the test to monetary incentives and distance from results centers as instruments for the knowledge of HIV status.
appendix boundary found by appendix_command · 67% of the source is main text. Read the extracted text to check this.
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 | 0.950 | 7 | 3 | 86% |
| 2 | Sun, Z (2023) Instrument validity for heterogeneous causal effects self | 0.935 | 11 | 3 | 82% |
| 3 | Mogstad, M., Torgovitsky, A., and Walters, C. R (2021) The causal interpretation of two-stage least squares with multiple instrumental variables | 0.923 | 14 | 3 | 79% |
| 4 | Thornton, R. L (2008) The demand for, and impact of, learning HIV status | 0.693 | 6 | 3 | 33% |
| 5 | Beare, B. K. and Shi, X (2019) An improved bootstrap test of density ratio ordering | 0.405 | 1 | 1 | 100% |
| 6 | Sun, Z. and Beare, B. K (2021) Improved nonparametric bootstrap tests of Lorenz dominance self | 0.405 | 1 | 1 | 100% |
| 7 | Huber, M. and Mellace, G (2015) Testing instrument validity for LATE identification based on inequality moment constraints | 0.405 | 1 | 1 | 100% |
| 8 | Lee, S., Song, K., and Whang, Y.-J (2013) Testing functional inequalities | 0.405 | 1 | 1 | 100% |
| 9 | Linton, O., Song, K., and Whang, Y.-J (2010) An improved bootstrap test of stochastic dominance | 0.405 | 1 | 1 | 100% |
| 10 | Mourifié, I. and Wan, Y (2017) Testing local average treatment effect assumptions | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 11 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Pairwise Valid Instruments | 0.511 | 2 | 1 |
| 2 | When does IV identification not restrict outcomes? | 0.405 | 1 | 1 |