Negative Control Falsification Tests for Instrumental Variable Designs
系统分析了工具变量设计中两类证伪检验的统计性质，指出它们检验的是负控制变量与工具变量或结果的条件独立性，并可能误判有效设计，最后提供了改进的实施建议。
The validity of instrumental variable (IV) designs is typically tested using two types of falsification tests. We characterize these tests as conditional independence tests between negative control variables—proxies for unobserved variables posing a threat to the identification—and the IV or the outcome. We describe the conditions variables must satisfy in order to serve as negative controls. We show these falsification tests examine not only independence and the exclusion restriction but also functional form assumptions. Our analysis reveals conventional applications of these tests may flag problems even in valid IV designs. We offer implementation guidance to address these issues.