A note on testing instrument validity for the identification of LATE

Lukas Laffers; Giovanni Mellace

doi:10.1007/s00181-016-1148-7

A note on testing instrument validity for the identification of LATE

Lukas Laffers, Giovanni Mellace

Matej Bel University

Research output: Contribution to journal › Journal article › Research › peer-review

Abstract

In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity.

Original language	English
Journal	Empirical Economics
Volume	53
Issue number	3
Pages (from-to)	1281-1286
ISSN	0377-7332
DOIs	https://doi.org/10.1007/s00181-016-1148-7
Publication status	Published - Nov 2017

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abstract = "In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity.",

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AB - In this paper, we show that the testable implications derived in Huber and Mellace (Rev Econ Stat 97:398, 2015) are the best possible to detect invalid instruments in the presence of heterogeneous treatment effects and endogeneity. We also provide formal proof of the fact that those testable implications are only necessary, but not sufficient, conditions for instrument validity.

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DO - 10.1007/s00181-016-1148-7

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JO - Empirical Economics

JF - Empirical Economics

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A note on testing instrument validity for the identification of LATE

Abstract

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