Partial Identification of Causal Effects that Vary by Setting

Abstract

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual exogenous variation often does not exist in all settings, and the only available form of identification is selection-on-observables, which relies on a conditional indepdendence assumption. Partial identification is especially valuable in this context, as it allows conditional independence to not hold perfectly. This paper proposes a method that sharpens the jointly identified set of causal effects across many settings by making use of unobserved relationships between omitted variable biases across settings.