Non-testability of instrument validity under continuous endogenous variables

2018/06/25 by Florian Gunsilius, Gunsilius, Florian · 1 citation
Mathematics · #Advanced Causal Inference Techniques #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1806.09517

openalex publication_date 2018/06/25 · openalex created_date 2019/10/25 · openalex updated_date 2026/07/28

Abstract

This note presents a proof of the conjecture in \citet*pearl1995testability 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.

Citations

• Estimating causal effects of treatments in randomized and nonrandomized studies.
• Testing for jumps in a discretely observed process

Cited by

• A Class of Algorithms for General Instrumental Variable Models

Related

• Testability of Instrumental Variables in Additive Nonlinear, Non-Constant Effects Models
• Instrumentality Tests Revisited
• On the Testability of Causal Models with Latent and Instrumental Variables
• Instrument Validity for Heterogeneous Causal Effects
• Testing Instrument Validity with Covariates