Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints
推导了工具变量在恰好识别处理效应模型中的可检验条件，利用局部平均处理效应假设得到四个不等式矩约束，并扩展至分布特征识别，附模拟与劳动市场数据应用。
We derive testable implications of instrument validity in just identified treatment effect models with endogeneity and consider several tests. The identifying assumptions of the local average treatment effect allow us to both point identify and bound the mean potential outcomes of the always takers under treatment and the never takers under nontreatment. The point-identified means must lie within their respective bounds, which provides us with four testable inequality moment constraints. Finally, we adapt our testing framework to the identification of distributional features. A brief simulation study and an application to labor market data are also provided. © 2015 The President and Fellows of Harvard College and the Massachusetts Institute of Technology