%0 Journal Article
%@ 1368-4221
%A Sun, Liyang
%A Singh, Rahul
%D 2023
%F discovery:10177886
%I Wiley-Blackwell
%J Econometrics Journal
%K Semiparametric and Nonparametric Methods, Instrumental Variables (IV) Estimation, Neural Networks and Related Topics
%T Double robustness for complier parameters and a semi-parametric test for complier characteristics
%U https://discovery.ucl.ac.uk/id/eprint/10177886/
%X We propose a semi-parametric test to evaluate (a) whether different instruments induce subpopulations of compliers with the same observable characteristics, on average; and (b) whether compliers have observable characteristics that are the same as the full population, treated subpopulation, or untreated subpopulation, on average. The test is a flexible robustness check for the external validity of instruments. To justify the test, we characterise the doubly robust moment for Abadie’s class of complier parameters, and we analyse a machine learning update to weighting that we call the automatic    weight. We use the test to reinterpret Angrist and Evans' different local average treatment effect estimates obtained using different instrumental variables.
%Z This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.