Identification and Extrapolation of Causal Effects with Instrumental Variables
指出标准工具变量方法估计的因果效应只适用于被工具变量影响的人群，而政策干预的目标人群可能不同，因此需要外推方法。文章综述了多种严格的外推方法，并纳入一个允许部分识别的统一框架。
Instrumental variables (IV) are widely used in economics to address selection on unobservables. Standard IV methods produce estimates of causal effects that are specific to individuals whose behavior can be manipulated by the instrument at hand. In many cases, these individuals are not the same as those who would be induced to treatment by an intervention or policy of interest to the researcher. The average causal effect for the two groups can differ significantly if the effect of the treatment varies systematically with unobserved factors that are correlated with treatment choice. We review the implications of this type of unobserved heterogeneity for the interpretation of standard IV methods and for their relevance to policy evaluation. We argue that making inferences about policy-relevant parameters typically requires extrapolating from the individuals affected by the instrument to the individuals who would be induced to treatment by the policy under consideration. We discuss a variety of alternatives to standard IV methods that can be used to rigorously perform this extrapolation. We show that many of these approaches can be nested as special cases of a general framework that embraces the possibility of partial identification.