A note on the properties of the confidence set for the local average treatment effect obtained by inverting the score test
反演得分检验得到的局部平均处理效应置信集性质
We study the properties of the score confidence set for the local average treatment effect in non and semiparametric instrumental variable models. This confidence set is constructed by inverting a score test based on an estimate of the nonparametric influence function for the estimand, and is known to be uniformly valid in models that allow for arbitrarily weak instruments; because of this, the confidence set can have infinite diameter at some laws. We characterize the six…