Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics

IF 2.9 4区 经济学 Q1 ECONOMICS
Rahul Singh, Liyang Sun
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引用次数: 4

Abstract

Summary We propose a semi-parametric test to evaluate (a) whether different instruments induce subpopulations of compliers with the same observable characteristics, on average; and (b) whether compliers have observable characteristics that are the same as the full population, treated subpopulation, or untreated subpopulation, on average. The test is a flexible robustness check for the external validity of instruments. To justify the test, we characterise the doubly robust moment for Abadie’s class of complier parameters, and we analyse a machine learning update to weighting that we call the automatic $\kappa$ weight. We use the test to reinterpret Angrist and Evans' different local average treatment effect estimates obtained using different instrumental variables.
编译器参数的双鲁棒性和编译器特性的半参数检验
我们提出了一个半参数检验来评估(a)不同的仪器是否平均产生具有相同可观察特征的编译者亚群;(b)平均而言,编译者是否具有与全人群、治疗亚人群或未治疗亚人群相同的可观察特征。测试是一个灵活的鲁棒性检查仪器的外部有效性。为了证明测试的合理性,我们描述了Abadie类编译器参数的双鲁棒矩,并分析了机器学习对权重的更新,我们称之为自动$\kappa$权重。我们使用该检验来重新解释Angrist和Evans使用不同工具变量获得的不同局部平均治疗效果估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Econometrics Journal
Econometrics Journal 管理科学-数学跨学科应用
CiteScore
4.20
自引率
5.30%
发文量
25
审稿时长
>12 weeks
期刊介绍: The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.
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