Matches in SemOpenAlex for { <https://semopenalex.org/work/W3189069004> ?p ?o ?g. }
- W3189069004 abstract "Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure. While IV can recover consistent treatment effect estimates, they are often noisy. Building upon earlier work in biostatistics (Joffe and Brensinger, 2003) and relating to an evolving literature in econometrics (including Abadie et al., 2019; Huntington-Klein, 2020; Borusyak and Hull, 2020), we study how to improve the efficiency of IV estimates by exploiting the predictable variation in the strength of the instrument. In the case where both the treatment and instrument are binary and the instrument is independent of baseline covariates, we study weighting each observation according to its estimated compliance (that is, its conditional probability of being affected by the instrument), which we motivate from a (constrained) solution of the first-stage prediction problem implicit to IV. The resulting estimator can leverage machine learning to estimate compliance as a function of baseline covariates. We derive the large-sample properties of a specific implementation of a weighted IV estimator in the potential outcomes and local average treatment effect (LATE) frameworks, and provide tools for inference that remain valid even when the weights are estimated nonparametrically. With both theoretical results and a simulation study, we demonstrate that compliance weighting meaningfully reduces the variance of IV estimates when first-stage heterogeneity is present, and that this improvement often outweighs any difference between the compliance-weighted and unweighted IV estimands. These results suggest that in a variety of applied settings, the precision of IV estimates can be substantially improved by incorporating compliance estimation." @default.
- W3189069004 created "2021-08-16" @default.
- W3189069004 creator A5019582110 @default.
- W3189069004 creator A5061755779 @default.
- W3189069004 date "2021-08-08" @default.
- W3189069004 modified "2023-09-27" @default.
- W3189069004 title "Improving Inference from Simple Instruments through Compliance Estimation" @default.
- W3189069004 cites W1965437603 @default.
- W3189069004 cites W1967993709 @default.
- W3189069004 cites W1981809679 @default.
- W3189069004 cites W2014707971 @default.
- W3189069004 cites W2068560180 @default.
- W3189069004 cites W2108764514 @default.
- W3189069004 cites W2138290169 @default.
- W3189069004 cites W2138545569 @default.
- W3189069004 cites W2163162137 @default.
- W3189069004 cites W2612768524 @default.
- W3189069004 cites W2733104912 @default.
- W3189069004 cites W2734458267 @default.
- W3189069004 cites W2884690848 @default.
- W3189069004 cites W2951869139 @default.
- W3189069004 cites W3049005495 @default.
- W3189069004 cites W3102786066 @default.
- W3189069004 cites W3115772663 @default.
- W3189069004 cites W3121360637 @default.
- W3189069004 cites W3121461870 @default.
- W3189069004 cites W3121556564 @default.
- W3189069004 cites W3124162861 @default.
- W3189069004 cites W3125156328 @default.
- W3189069004 cites W3131549747 @default.
- W3189069004 cites W3143631262 @default.
- W3189069004 cites W3154399659 @default.
- W3189069004 cites W3166938042 @default.
- W3189069004 cites W3201610518 @default.
- W3189069004 hasPublicationYear "2021" @default.
- W3189069004 type Work @default.
- W3189069004 sameAs 3189069004 @default.
- W3189069004 citedByCount "0" @default.
- W3189069004 crossrefType "posted-content" @default.
- W3189069004 hasAuthorship W3189069004A5019582110 @default.
- W3189069004 hasAuthorship W3189069004A5061755779 @default.
- W3189069004 hasConcept C105795698 @default.
- W3189069004 hasConcept C119043178 @default.
- W3189069004 hasConcept C126838900 @default.
- W3189069004 hasConcept C138816342 @default.
- W3189069004 hasConcept C140556311 @default.
- W3189069004 hasConcept C149782125 @default.
- W3189069004 hasConcept C153083717 @default.
- W3189069004 hasConcept C154945302 @default.
- W3189069004 hasConcept C155108698 @default.
- W3189069004 hasConcept C158600405 @default.
- W3189069004 hasConcept C159110408 @default.
- W3189069004 hasConcept C162144332 @default.
- W3189069004 hasConcept C17923572 @default.
- W3189069004 hasConcept C183115368 @default.
- W3189069004 hasConcept C185429906 @default.
- W3189069004 hasConcept C2776214188 @default.
- W3189069004 hasConcept C33923547 @default.
- W3189069004 hasConcept C41008148 @default.
- W3189069004 hasConcept C71924100 @default.
- W3189069004 hasConcept C89337504 @default.
- W3189069004 hasConceptScore W3189069004C105795698 @default.
- W3189069004 hasConceptScore W3189069004C119043178 @default.
- W3189069004 hasConceptScore W3189069004C126838900 @default.
- W3189069004 hasConceptScore W3189069004C138816342 @default.
- W3189069004 hasConceptScore W3189069004C140556311 @default.
- W3189069004 hasConceptScore W3189069004C149782125 @default.
- W3189069004 hasConceptScore W3189069004C153083717 @default.
- W3189069004 hasConceptScore W3189069004C154945302 @default.
- W3189069004 hasConceptScore W3189069004C155108698 @default.
- W3189069004 hasConceptScore W3189069004C158600405 @default.
- W3189069004 hasConceptScore W3189069004C159110408 @default.
- W3189069004 hasConceptScore W3189069004C162144332 @default.
- W3189069004 hasConceptScore W3189069004C17923572 @default.
- W3189069004 hasConceptScore W3189069004C183115368 @default.
- W3189069004 hasConceptScore W3189069004C185429906 @default.
- W3189069004 hasConceptScore W3189069004C2776214188 @default.
- W3189069004 hasConceptScore W3189069004C33923547 @default.
- W3189069004 hasConceptScore W3189069004C41008148 @default.
- W3189069004 hasConceptScore W3189069004C71924100 @default.
- W3189069004 hasConceptScore W3189069004C89337504 @default.
- W3189069004 hasLocation W31890690041 @default.
- W3189069004 hasOpenAccess W3189069004 @default.
- W3189069004 hasPrimaryLocation W31890690041 @default.
- W3189069004 hasRelatedWork W1531086900 @default.
- W3189069004 hasRelatedWork W1541320370 @default.
- W3189069004 hasRelatedWork W1561081775 @default.
- W3189069004 hasRelatedWork W1579874060 @default.
- W3189069004 hasRelatedWork W2209404409 @default.
- W3189069004 hasRelatedWork W2513563771 @default.
- W3189069004 hasRelatedWork W2565113373 @default.
- W3189069004 hasRelatedWork W2591270376 @default.
- W3189069004 hasRelatedWork W2734458267 @default.
- W3189069004 hasRelatedWork W2950643425 @default.
- W3189069004 hasRelatedWork W2963791258 @default.
- W3189069004 hasRelatedWork W2964178519 @default.
- W3189069004 hasRelatedWork W2964254462 @default.
- W3189069004 hasRelatedWork W2966070925 @default.
- W3189069004 hasRelatedWork W2986346803 @default.
- W3189069004 hasRelatedWork W3121947267 @default.