eprintid: 10128117
rev_number: 13
eprint_status: archive
userid: 608
dir: disk0/10/12/81/17
datestamp: 2021-05-18 15:49:18
lastmod: 2021-05-18 15:49:18
status_changed: 2021-05-18 15:49:18
type: working_paper
metadata_visibility: show
creators_name: Kitagawa, T
title: A bootstrap test for instrument validity in heterogeneous treatment effect models
ispublished: pub
divisions: UCL
divisions: A01
divisions: B03
divisions: C03
divisions: F24
note: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
abstract: 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.
date: 2013-10-15
date_type: published
publisher: Centre for microdata methods and practice (cemmap)
official_url: https://www.cemmap.ac.uk/publication/a-bootstrap-test-for-instrument-validity-in-heterogeneous-treatment-effect-models/
full_text_type: pub
language: eng
verified: verified_manual
elements_id: 442852
doi: 10.1920/wp.cem.2013.5313
lyricists_name: Kitagawa, Toru
lyricists_id: TKITA87
actors_name: Allington-Smith, Dominic
actors_id: DAALL44
actors_role: owner
full_text_status: restricted
series: cemmap Working Paper
number: 53/13
place_of_pub: London, UK
pages: 43
citation:        Kitagawa, T;      (2013)    A bootstrap test for instrument validity in heterogeneous treatment effect models.                    (cemmap Working Paper  53/13). Centre for microdata methods and practice (cemmap): London, UK.      
 
document_url: https://discovery.ucl.ac.uk/id/eprint/10128117/1/Kitagawa_CWP5313.pdf