eprintid: 10177886
rev_number: 10
eprint_status: archive
userid: 699
dir: disk0/10/17/78/86
datestamp: 2023-09-29 12:15:18
lastmod: 2024-02-04 16:15:09
status_changed: 2023-09-29 12:15:18
type: article
metadata_visibility: show
sword_depositor: 699
creators_name: Sun, Liyang
creators_name: Singh, Rahul
title: Double robustness for complier parameters and a semi-parametric test for complier characteristics
ispublished: inpress
divisions: UCL
divisions: B03
divisions: C03
divisions: F24
keywords: Semiparametric and Nonparametric Methods, Instrumental Variables (IV) Estimation, Neural Networks and Related Topics
note: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
abstract: 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.
date: 2023-10-09
date_type: published
publisher: Wiley-Blackwell
official_url: https://doi.org/10.1093/ectj/utad019
full_text_type: other
language: eng
verified: verified_manual
elements_id: 2092191
doi: 10.1093/ectj/utad019
lyricists_name: Sun, Liyang
lyricists_id: LSUNB23
actors_name: Sun, Liyang
actors_id: LSUNB23
actors_role: owner
funding_acknowledgements: R305D200010 [Institute of Education Sciences, U.S. Department of Education]; [Ayudas Juan de la Cierva Formacion]
full_text_status: restricted
publication: Econometrics Journal
article_number: utad019
issn: 1368-4221
citation:        Sun, Liyang;    Singh, Rahul;      (2023)    Double robustness for complier parameters and a semi-parametric test for complier characteristics.                   Econometrics Journal      , Article utad019.  10.1093/ectj/utad019 <https://doi.org/10.1093/ectj%2Futad019>.    (In press).   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/10177886/1/kappa%20paper.pdf