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

June 16, 2022, 1:12 a.m. | Rahul Singh, Liyang Sun

stat.ML updates on arXiv.org arxiv.org

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

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