Sharp instruments for classifying compliers and generalizing causal effects

DOI10.1214/19-AOS1874zbMATH Open1455.62071arXiv1801.03635MaRDI QIDQ2215722FDOQ2215722

Authors: Edward H. Kennedy, Sivaraman Balakrishnan, Max G'sell 

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: It is well-known that, without restricting treatment effect heterogeneity, instrumental variable (IV) methods only identify "local" effects among compliers, i.e., those subjects who take treatment only when encouraged by the IV. Local effects are controversial since they seem to only apply to an unidentified subgroup; this has led many to denounce these effects as having little policy relevance. However, we show that such pessimism is not always warranted: it is possible in some cases to accurately predict who compliers are, and obtain tight bounds on more generalizable effects in identifiable subgroups. We propose methods for doing so and study their estimation error and asymptotic properties, showing that these tasks can in theory be accomplished even with very weak IVs. We go on to introduce a new measure of IV quality called "sharpness", which reflects the variation in compliance explained by covariates, and captures how well one can identify compliers and obtain tight bounds on identifiable subgroup effects. We develop an estimator of sharpness, and show that it is asymptotically efficient under weak conditions. Finally we explore finite-sample properties via simulation, and apply the methods to study canvassing effects on voter turnout. We propose that sharpness should be presented alongside strength to assess IV quality.

Full work available at URL: https://arxiv.org/abs/1801.03635

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zbMATH Keywords

causal inferenceinstrumental variablenoncomplianceobservational studygeneralizability

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited In (7)

• Quasi-experimental shift-share research designs
• Optimizing treatment allocation in randomized clinical trials by leveraging baseline covariates
• Sensitivity Analysis via the Proportion of Unmeasured Confounding
• Towards optimal doubly robust estimation of heterogeneous causal effects
• Data-adaptive efficient estimation strategies for biomarker studies embedded in randomized trials
• How strong is strong enough? Strengthening instruments through matching and weak instrument tests
• Assumption-Lean Analysis of Cluster Randomized Trials in Infectious Diseases for Intent-to-Treat Effects and Network Effects

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