Econ Papers Daily / 期刊论文
工具变量模型中的识别：Abadie's Kappa的核心作用
Identification in Instrumental Variables Models: The Central Role of Abadie's Kappa
摘要
We study instrumental variables models characterized by: (i) Unobserved heterogeneity consisting of potential outcomes and response types that describe how the instrument determines treatment choice; (ii) Conditional independence of the instrument and the unobserved heterogeneity; and (iii) Convex restrictions on the distribution of unobserved heterogeneity. We show certain causal parameters are identified in these models if and only if a version of the kappa of Abadie (2003) exists. Our identification results are constructive in yielding estimating moment conditions. Focusing on a leading special case, we develop asymptotically normal estimators based on a doubly robust version of these moment conditions.
中文摘要
我们研究具有以下特征的工具变量模型：（i）未观测异质性由潜在结果和描述工具如何决定处理选择的响应类型构成；（ii）工具与未观测异质性条件独立；（iii）未观测异质性分布满足凸性约束。我们证明，当且仅当Abadie（2003）的kappa统计量存在时，这些模型中的某些因果参数可被识别。我们的识别结果是建设性的，能够导出估计矩条件。聚焦于一个主要特例，我们基于这些矩条件的双重稳健版本开发了渐近正态估计量。