Nontestability of instrument validity under continuous treatments
成果类型：
Article
署名作者：
Gunsilius, F. F.
署名单位：
University of Michigan System; University of Michigan
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asaa101
发表日期：
2021
页码：
989995
关键词：
摘要：
This note presents a proof of the conjecture in Pearl (1995) about testing the validity of an instrumental variable in hidden variable models. It implies that instrument validity cannot be tested in the case where the endogenous treatment is continuously distributed. This stands in contrast to the classical testability results for instrument validity when the treatment is discrete. However, imposing weak structural assumptions on the model, such as continuity between the observable variables, can re-establish theoretical testability in the continuous setting.
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