Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity
无需第一阶段单调性的工具变量排除与外生性敏感性分析
Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary heterogeneity in treatment effects and do not impose any monotonicity requirements on the first stage. Specifically, we derive identified sets for the marginal distributions of potential outcomes and their functionals, like average treatment…