The Categorical Instrumental Variable Model: Characterization, Partial Identification, and Statistical Inference
类别型工具变量模型:刻画、部分识别与统计推断
We study categorical instrumental variable (IV) models with instrument, treatment and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are compatible with a given observed data distribution in terms of a minimal set of inequalities. These inequalities unify several different IV models defined by versions of the independence and exclusion restriction assumptions. They lead to…