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A note on testing instrument validity for the identification of LATE
Title A note on testing instrument validity for the identification of LATE Author info Lukáš Lafférs, Giovanni Mellace Author Lafférs Lukáš 1986- (50%) UMBFP10 - Katedra matematiky
Co-authors Mellace Giovanni (50%)
Source document Empirical Economics. Vol. 53, no. 3 (2017), pp. 1281-1286. - Heidelberg : Physica-Verlag, 2017 Keywords štatistické metódy - statistical methods ekonometria - econometrics Language English Country Germany systematics 33 Annotation In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity Public work category ADM No. of Archival Copy 40354 Repercussion category FARBMACHER, Helmut - GUBER, Raphael - KLAASSEN, Sven. Instrument validity tests with causal forests. In Journal of business and economic statistics. ISSN 0735-0015, 2022, vol. 40, no. 2, pp. 605-614.
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