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- Title
On falsification of the binary instrumental variable model.
- Authors
LINBO WANG; ROBINS, JAMES M.; RICHARDSON, THOMAS S.
- Abstract
Instrumental variables are widely used for estimating causal effects in the presence of unmeasured confounding. The discrete instrumental variable model has testable implications for the law of the observed data. However, current assessments of instrumental validity are typically based solely on subjectmatter arguments rather than these testable implications, partly due to a lack of formal statistical tests with known properties. In this paper, we develop simple procedures for testing the binary instrumental variable model. Our methods are based on existing techniques for comparing two treatments, such as the t-test and the Gail-Simon test. We illustrate the importance of testing the instrumental variable model by evaluating the exogeneity of college proximity using the National Longitudinal Survey of Young Men.
- Subjects
INSTRUMENTAL variables (Statistics); T-test (Statistics); MATHEMATICAL variables; EXOGENEITY (Econometrics); PROXIMITY spaces
- Publication
Biometrika, 2017, Vol 104, Issue 1, p229
- ISSN
0006-3444
- Publication type
Article
- DOI
10.1093/biomet/asw064