Original
Post‐instrument bias
Abstract
Abstract When using instrumental variables, researchers often assume that causal effects are only identified conditional on covariates. We show that the role of these covariates is often unclear and that there exists confusion regarding their ability to mitigate violations of the exclusion restriction. We explain when and how existing adjustment strategies may lead to “post‐instrument” bias. We then discuss assumptions that are sufficient to identify various treatment effects when adjustment for post‐instrument variables is required. In general, these assumptions are highly restrictive, albeit they sometimes are testable. We also show that other existing tests are possibly misleading. Then, we introduce a sensitivity analysis that uses information on variables influenced by the instrument to gauge the effect of potential violations of the exclusion restriction. We illustrate it using a published study and summarize our results in easy‐to‐understand guidelines.
中文
工具后偏误
摘要
在使用工具变量时，研究者通常假设因果效应仅在条件于协变量时才能被识别。我们表明，这些协变量的作用往往并不明确，并且关于它们能否缓解排他性约束违背的问题存在混淆。我们解释了现有调整策略在何时以及如何可能导致“工具后”偏误。随后，我们讨论了当需要对工具后变量进行调整时，足以识别各种处理效应的假设。总体而言，这些假设限制性很强，尽管它们有时是可检验的。我们还表明，其他现有检验可能具有误导性。然后，我们引入一种敏感性分析，该分析利用受工具影响的变量的信息来评估排他性约束潜在违背的影响。我们使用一项已发表研究对其进行说明，并将结果总结为易于理解的指南。
关键词
工具变量、排他性约束、因果推断、工具后偏误、敏感性分析、协变量调整