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On the Identifying Content of Instrument Monotonicity

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  • Vishal Kamat

Abstract

This paper studies the identifying content of the instrument monotonicity assumption of Imbens and Angrist (1994) on the distribution of potential outcomes in a model with a binary outcome, a binary treatment and an exogenous binary instrument. Specifically, I derive necessary and sufficient conditions on the distribution of the data under which the identified set for the distribution of potential outcomes when the instrument monotonicity assumption is imposed can be a strict subset of that when it is not imposed.

Suggested Citation

  • Vishal Kamat, 2018. "On the Identifying Content of Instrument Monotonicity," Papers 1807.01661, arXiv.org, revised Oct 2019.
    • Handle: RePEc:arx:papers:1807.01661
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    References listed on IDEAS

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    1. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
    2. Ismaël Mourifié & Marc Henry & Romuald Méango, 2020. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3220-3283.
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    4. Toru Kitagawa, 2015. "A Test for Instrument Validity," Econometrica, Econometric Society, vol. 83(5), pages 2043-2063, September.
    5. Imbens, Guido W & Angrist, Joshua D, 1994. "Identification and Estimation of Local Average Treatment Effects," Econometrica, Econometric Society, vol. 62(2), pages 467-475, March.
    6. Charles F. Manski, 1997. "The Mixing Problem in Programme Evaluation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(4), pages 537-553.
    7. Edward Vytlacil, 2002. "Independence, Monotonicity, and Latent Index Models: An Equivalence Result," Econometrica, Econometric Society, vol. 70(1), pages 331-341, January.
    8. Toru Kitagawa, 2009. "Identification region of the potential outcome distributions under instrument independence," CeMMAP working papers CWP30/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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