论文标题
成对有效仪器
Pairwise Valid Instruments
论文作者
论文摘要
寻找有效的仪器很困难。我们提出了有效性集仪器变量（VSIV）估计，这是一种估计仪器部分无效的异质因果效应模型中局部平均治疗效果（LATE）的方法。我们考虑使用成对有效仪器的设置，即对仪器值对的子集有效的仪器。 VSIV估计利用了仪器有效性的可测试含义，以消除无效对，并为所有其余对的LATE提供了估计，可以使用研究人员指定的权重将其汇总为感兴趣的单个参数。我们表明，在弱条件下，提出的VSIV估计量在渐近的情况下是渐近正常的，并相对于标准的后期估计器去除或减少渐近偏置（即，不使用可测试含义来消除无效变化的后期估计器）。我们在基于应用程序的模拟中评估VSIV估计的有限样本属性，并应用我们的方法以使用父母教育作为工具来估算对大学教育的回报。
Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heterogeneous causal effect models when the instruments are partially invalid. We consider settings with pairwise valid instruments, that is, instruments that are valid for a subset of instrument value pairs. VSIV estimation exploits testable implications of instrument validity to remove invalid pairs and provides estimates of the LATEs for all remaining pairs, which can be aggregated into a single parameter of interest using researcher-specified weights. We show that the proposed VSIV estimators are asymptotically normal under weak conditions and remove or reduce the asymptotic bias relative to standard LATE estimators (that is, LATE estimators that do not use testable implications to remove invalid variation). We evaluate the finite sample properties of VSIV estimation in application-based simulations and apply our method to estimate the returns to college education using parental education as an instrument.
