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arXiv · 2212.04814

The Generalized Falsification Adaptive Set for Violations of the Exclusion Restriction and Exogeneity

Nicolas Apfel·Frank Windmeijer
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Abstract

The falsification adaptive set (FAS) as proposed by Masten and Poirier (2021) provides an identified set for a treatment effect when the baseline model is falsified, assuming invalid instruments violate exclusion only. We show that whether an invalid instrument is a confounder or collider has important consequences: incorrect treatment can cause the FAS to exclude the true parameter. We derive pattern-specific falsification adaptive sets for each combination of violations and propose a generalized FAS as their union, containing the true parameter value if any instrument is valid. We illustrate our results with the roads and trade application of Duranton et al. (2014).

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Nicolas Apfel, Frank Windmeijer. 2022-12-09. The Generalized Falsification Adaptive Set for Violations of the Exclusion Restriction and Exogeneity. https://arxiv.org/abs/2212.04814

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