Nontestability of instrument validity under continuous treatments

Identification of causal effects using instrumental variables

F F Gunsilius

Biometrika, 2021, vol. 108, issue 4, 989-995

Abstract: SummaryThis note presents a proof of the conjecture in Pearl (1995) about testing the validity of an instrumental variable in hidden variable models. It implies that instrument validity cannot be tested in the case where the endogenous treatment is continuously distributed. This stands in contrast to the classical testability results for instrument validity when the treatment is discrete. However, imposing weak structural assumptions on the model, such as continuity between the observable variables, can re-establish theoretical testability in the continuous setting.

Keywords: Bell’s inequality; Continuous treatment; Endogeneity; Hidden variable model; Instrument validity; Instrumental variable model; Latent variable (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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