TY  - GEN
UR  - https://www.cemmap.ac.uk/publication/a-bootstrap-test-for-instrument-validity-in-heterogeneous-treatment-effect-models/
TI  - A bootstrap test for instrument validity in heterogeneous treatment effect models
N2  - This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. A necessary testable implication for the joint restriction of instrument exogeneity and instrument monotonicity is given by nonnegativity of point-identifiable complier?s outcome densities. Our specification test infers this testable implication using a Kolmogorov-Smirnov type test statistic. We provide a bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to both discrete and continuous outcome cases.
CY  - London, UK
T3  - cemmap Working Paper
PB  - Centre for microdata methods and practice (cemmap)
Y1  - 2013/10/15/
A1  - Kitagawa, T
N1  - This version is the version of record. For information on re-use, please refer to the publisher?s terms and conditions.
ID  - discovery10128117
AV  - restricted
EP  - 43
ER  -