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IV designer -- add overidentification tests

Open macartan opened this issue 7 years ago • 2 comments

add overidentification tests and multiple instruments add estimand from eq 4.4 of Imbens "Instrumental Variables: An Econometrician’s Perspective" : a linear (not necessarily convex) combination of effects for compliers and defiers

macartan avatar Sep 06 '18 21:09 macartan

Just bumping this -- @clabima are you able to take this on?

jaspercooper avatar Oct 19 '18 20:10 jaspercooper

Working on expanding Imbens (2014) eq 4.4 to multiple instruments and not sure if we want to assume complier types are constant or to calculate eq 4.4 late as diff-in-diff weighted for combinations of complier types across instruments. Thoughts?

clarabicalho avatar Nov 20 '18 16:11 clarabicalho