Sharp instruments for classifying compliers and generalizing causal effects
From MaRDI portal
Publication:2215722
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.
Recommendations
- Using instrumental variables for inference about policy relevant treatment parameters
- Identification of Causal Effects Using Instrumental Variables
- Instrumental variables and the sign of the average treatment effect
- The instrumental variable estimand as an average causal effects under partial compliance
- Identification of causal effects using instrumental variables in randomized trials with stochastic compliance
Cites work
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1827860 (Why is no real title available?)
- scientific article; zbMATH DE number 893887 (Why is no real title available?)
- A note on formulae for causal mediation analysis in an odds ratio context
- Bounds on Treatment Effects From Studies With Imperfect Compliance
- Causality. Models, reasoning, and inference
- Confidence Intervals for Partially Identified Parameters
- Correcting for non-compliance in randomized trials using structural nested mean models
- Estimating Outcome Distributions for Compliers in Instrumental Variables Models
- Estimation of the youden index and its associated cutoff point
- Fast learning rates for plug-in classifiers
- Higher order influence functions and minimax estimation of nonlinear functionals
- Identification and Estimation of Local Average Treatment Effects
- Identification of Causal Effects Using Instrumental Variables
- Instrumental Variables Regression with Weak Instruments
- Instrumental variables: an econometrician's perspective
- Marginal and nested structural models using instrumental variables
- Nearest neighbor pattern classification
- Non-parametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
- On the Effect of Treatment among Would-Be Treatment Compliers: An Analysis of the Multiple Risk Factor Intervention Trial
- Principal Stratification Analysis Using Principal Scores
- Robust Causal Inference with Continuous Instruments Using the Local Instrumental Variable Curve
- Semiparametric instrumental variable estimation of treatment response models.
- Semiparametric theory and missing data.
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
- Survivor-complier effects in the presence of selection on treatment, with application to a study of prompt ICU admission
- The compliance score as a regressor in randomized trials
- Think globally, act globally: an epidemiologist's perspective on instrumental variable estimation
- Unified methods for censored longitudinal data and causality
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
This page was built for publication: Sharp instruments for classifying compliers and generalizing causal effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2215722)
