Instrumental Variables Method For Causal
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Matias D. Cattaneo University of Michigan July 30, 2015
www.stata.comI Instrumental variables. I Selection on observables. Regression discontinuity (RD) designs. ... Causal Inference: Y i(0) 6= Y ijT i= 0 and Y i(1) 6= Y ijT i= 1. ... F Pre-binned local polynomial method ΠMcCrary (2008). F New tuning-parameter-free method ΠCattaneo, Jansson and Ma ...
4.8 Instrumental Variables
cameron.econ.ucdavis.edu4.8. INSTRUMENTAL VARIABLES 39 and calculated the causal estimator as IV = dy=dz dx=dz: (4.46) This approach to identication of the causal parameter is given in Heckman (2000, p.58); see also the example in chapter 2.4.2. All that remains is consistent estimation of dy=dz and dx=dz. The obvi-
A General Approach to Causal Mediation Analysis
imai.fas.harvard.eduunder which the product of coefÞcients method (MacKinnon, Lockwood, Hoffman, West, & Sheets, 2002) and its variants yield valid estimates of causal mediation effects. Finally, we brießy explain how our approach differs from the existing approach based on the instrumental variable methods of Angrist, Imbens, and Rubin (1996).