arXiv Open Access 2023

Testing Partial Instrument Monotonicity

Hongyi Jiang Zhenting Sun

Lihat Sumber

Abstrak

When multi-dimensional instruments are used to identify and estimate causal effects, the monotonicity condition may not hold due to heterogeneity in the population. Under a partial monotonicity condition, which only requires the monotonicity to hold for each instrument separately holding all the other instruments fixed, the 2SLS estimand can still be a positively weighted average of LATEs. In this paper, we provide a simple nonparametric test for partial instrument monotonicity. We demonstrate the good finite sample properties of the test through Monte Carlo simulations. We then apply the test to monetary incentives and distance from results centers as instruments for the knowledge of HIV status.

Topik & Kata Kunci

econ.EM

Penulis (2)

Hongyi Jiang

Zhenting Sun

Format Sitasi

APA MLA BibTeX

Jiang, H., Sun, Z. (2023). Testing Partial Instrument Monotonicity. https://arxiv.org/abs/2308.08390

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓