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JR
Julian Reif
@julianreif.bsky.social
Associate Professor Gies College of Business, U. of Illinois Coeditor, American Journal of Health Economics www.julianreif.com
1.2k followers232 following285 posts
JRjulianreif.bsky.social

I am working on a paper where we instrument for an endogenous regressor using multiple instruments. Can we still interpret our estimates as a local average treatment effect? The answer is yes! #EconSky

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JRjulianreif.bsky.social

You could impose the standard (Angrist and Imbens) monotonicity assumption, but this requires assuming that all people respond more to one instrument than another. That is unlikely to hold in a heterogeneous population in most settings.

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JPdenewjohn.bsky.social

Nice. Thanks for the heads-up!

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JR
Julian Reif
@julianreif.bsky.social
Associate Professor Gies College of Business, U. of Illinois Coeditor, American Journal of Health Economics www.julianreif.com
1.2k followers232 following285 posts