Double robustness for complier parameters and a semi-parametric test for complier characteristics

Rahul Singh and Liyang Sun

The Econometrics Journal, 2024, vol. 27, issue 1, 1-20

Abstract: SummaryWe 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 automaticweight. We use the test to reinterpret Angrist and Evans' different local average treatment effect estimates obtained using different instrumental variables.

Keywords: Instrumental variable; kappa weight; machine learning; semi-parametric efficiency (search for similar items in EconPapers)
Date: 2024
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Working Paper: Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:oup:emjrnl:v:27:y:2024:i:1:p:1-20.

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