论文标题
异质因果效应的仪器有效性
Instrument Validity for Heterogeneous Causal Effects
论文作者
论文摘要
本文为在异质因果效应模型中测试仪器有效性提供了一个一般框架。概括包括可以进行多级秩序或无序的治疗的情况。基于一系列可检验的含义，我们提出了一项非参数测试，该测试被证明是渐近的大小受控且一致的。与文献中的测试相比，我们的测试可以在更一般的环境中应用，并可以提高功率。测试对仪器有效性的反驳有助于检测无效的仪器，这可能会对因果效应产生令人难以置信的结果。通过模拟提供了在有限样品上进行测试表现良好的证据。我们重新审查了关于返回学校的实证研究，以证明在实践中的应用。提供了一个扩展的连续映射定理和可能具有独立关注的扩展三角洲方法，以建立NULL下的测试统计量的渐近分布。
This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable implications, we propose a nonparametric test which is proved to be asymptotically size controlled and consistent. Compared to the tests in the literature, our test can be applied in more general settings and may achieve power improvement. Refutation of instrument validity by the test helps detect invalid instruments that may yield implausible results on causal effects. Evidence that the test performs well on finite samples is provided via simulations. We revisit the empirical study on return to schooling to demonstrate application of the proposed test in practice. An extended continuous mapping theorem and an extended delta method, which may be of independent interest, are provided to establish the asymptotic distribution of the test statistic under null.
