Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
具有过度识别约束的工具变量回归敏感性分析AI 解读 ↓
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具有过度识别约束的工具变量回归敏感性分析
- 研究问题
- 当多个候选工具变量的有效性存在疑问，而过度识别检验对某些偏离缺乏检验力时，如何评估因果推断的敏感性？
- 方法与思路
- 作者提出带过度识别约束的工具变量回归敏感性分析，利用检验信息，并通过可与领域专家讨论的参数描述工具失效。
- 材料陈述的贡献
- 摘要称该方法考察检验低检验力方向上的有效性违背，从而提供检验之外的信息，并以菲律宾农村家庭食品需求研究示例。
- 阅读关注点
- 阅读全文时应核对敏感性参数对应哪些有效性违背、过度识别检验信息如何进入分析，以及因果参数的结论如何随参数变化。
- 阅读边界
- 仅据 OpenAlex 索引摘要，稿件版本未注明；摘要未提供敏感性参数定义和应用结果，过度识别检验通过也不能证明工具有效。
原文摘要
Instrumental variables regression (IV regression) is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires one or more valid instrumental variables (IVs); a valid IV is a variable that is associated with the treatment, is independent of unmeasured confounding variables, and has no direct effect on the outcome. Often there is uncertainty about the validity of the proposed IVs. When a researcher proposes more than one IV, the validity of these IVs can be tested through the “overidentifying restrictions test.” Although the overidentifying restrictions test does provide some information, the test has no power versus certain alternatives and can have low power versus many alternatives due to its omnibus nature. To fully address uncertainty about the validity of the proposed IVs, we argue that a sensitivity analysis is needed. A sensitivity analysis examines the impact of plausible amounts of invalidity of the proposed IVs on inferences for the parameters of interest. We develop a method of sensitivity analysis for IV regression with overidentifying restrictions that makes full use of the information provided by the overidentifying restrictions test but provides more information than the test by exploring sensitivity to violations of the validity of the proposed IVs in directions for which the test has low power. Our sensitivity analysis uses interpretable parameters that can be discussed with subject matter experts. We illustrate our method using a study of food demand among rural households in the Philippines.