Instrumental Variable Estimators for Binary Outcomes
AbstractInstrumental variables (IVs) can be used to construct estimators of exposure effects on the outcomes of studies affected by non-ignorable selection of the exposure. Estimators which fail to adjust for the effects of non-ignorable selection will be biased and inconsistent. Such situations commonly arise in observational studies, but even randomised controlled trials can be affected by non-ignorable participant non-compliance. In this paper, we review IV estimators for studies in which the outcome is binary. Recent work on identification is interpreted using an integrated structural modelling and potential outcomes framework, within which we consider the links between different approaches developed in statistics and econometrics. The implicit assumptions required for bounding causal effects and point-identification by each estimator are highlighted and compared within our framework. Finally, the implications for practice are discussed.
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Bibliographic InfoPaper provided by Department of Economics, University of Bristol, UK in its series The Centre for Market and Public Organisation with number 10/239.
Length: 45 pages
Date of creation: Jun 2010
Date of revision:
bounds; causal inference; generalized method of moments; local average treatment effects; marginal structural models; non-compliance; parameter identification; potential outcomes; structural mean models; structural models;
Other versions of this item:
- Paul S. Clarke & Frank Windmeijer, 2012. "Instrumental Variable Estimators for Binary Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1638-1652, December.
- Paul Clarke & Frank Windmeijer, 2009. "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation 09/209, Department of Economics, University of Bristol, UK.
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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