Instrumental Variables Methods with Heterogeneity and Mismeasured Instruments

@inproceedings{Chalak2013InstrumentalVM,
  title={Instrumental Variables Methods with Heterogeneity and Mismeasured Instruments},
  author={Karim Chalak},
  year={2013}
}
We study the consequences of using an error-laden proxy W for instruments Z on the interpretation of Wald, local instrumental variables (LIV), and instrumental variables (IV) estimands in ordered discrete choice structural systems with heterogeneity. A proxy W need only satisfy an exclusion restriction and that the treatment and outcome are mean independent from W given Z. Unlike Z, W need not satisfy monotonicity and exogeneity. For example, W could code Z with error, missing observations, or… CONTINUE READING
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