Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics. (arXiv:1909.05244v6 [stat.ML] UPDATED)

Web: http://arxiv.org/abs/1909.05244

We study low dimensional complier parameters that are identified using a
binary instrumental variable $Z$, which is valid conditional on a possibly high
dimensional vector of covariates $X$. We characterize the doubly robust moment
function for the entire class of complier parameters defined by Abadie (2003)
by combining two classic formulations: the Wald formula and the $\kappa$
weight. In particular, we reinterpret the $\kappa$ weight as the Riesz
representer to the Wald formula, which appears to be a new insight. …

arxiv ml robustness test