Treatment Effect Estimation Using Nonlinear Two‐Stage Instrumental Variable Estimators: Another Cautionary Note

摘要

ObjectiveTo examine the settings of simulation evidence supporting use of nonlinear two‐stage residual inclusion (2SRI) instrumental variable (IV) methods for estimating average treatment effects (ATE) using observational data and investigate potential bias of 2SRI across alternative scenarios of essential heterogeneity and uniqueness of marginal patients.