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About Heterogeneous Causal Effects
This document proposes a general framework for testing the validity of instruments in heterogeneous causal effect models. It generalizes previous testable implications to allow for multivalued or unordered treatments and covariates. A nonparametric test statistic is constructed based on these implications. The test is shown to be asymptotically valid and consistent. Technical issues are addressed through an extended continuous mapping theorem and delta method. Bootstrap resampling is used to approximate the asymptotic distribution and construct critical values, improving power over conservative prior tests. The framework allows testing instrument validity in a variety of settings.
Detailed Information
| Author: | ['A'] |
|---|---|
| Publication Year: | 2020 |
| Pages: | 62 |
| Language: | English |
| Format: | |
| Price: | FREE |
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