Practical considerations for questionable IVs

被引：73
作者：
Clarke, Damian [1 ]
Matta, Benjamin [1 ]
机构：
[1] Univ Santiago Chile, Dept Econ, Santiago, Chile
来源：
STATA JOURNAL | 2018年 / 18卷 / 03期
关键词：
st0538; plausexog; imperfectiv; instrumental variables; exclusion restrictions; invalidity; plausibly exogenous; imperfect IVs; INSTRUMENTAL VARIABLES; CONSISTENT SETS; REGRESSIONS; FERTILITY; DEMAND; ERRORS; BIRTH; TWINS;
D O I：
10.1177/1536867X1801800308
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
In this article, we examine several techniques that allow for the construction of bounds estimates based on instrumental variables, even when the instruments are not valid. We introduce the plausexog and imperfectiv commands, which implement methods described by Conley, Hansen, and Rossi (2012, Review of Economics and Statistics 94: 260-272) and Nevo and Rosen (2012b, Review of Economics and Statistics 94: 659-671). We examine the performance of these bounds under a range of circumstances, which leads to several practical results related to the informativeness of the bounds in different situations.
引用
收藏
页码：663 / 691
页数：29
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