Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics

arXiv1909.05244MaRDI QIDQ6325109

Rahul Singh, Liyang Sun

Publication date: 10 September 2019

Abstract: We propose a semiparametric test to evaluate (i) whether different instruments induce subpopulations of compliers with the same observable characteristics on average, and (ii) whether compliers have observable characteristics that are the same as the full population on average. The test is a flexible robustness check for the external validity of instruments. We use it to reinterpret the difference in LATE estimates that Angrist and Evans (1998) obtain when using different instrumental variables. To justify the test, we characterize the doubly robust moment for Abadie (2003)'s class of complier parameters, and we analyze a machine learning update to $kappa$ weighting.

Has companion code repository: https://github.com/lsun20/rrr_kappa_replication

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