Why we can use E[T|X, W, Z] as the instrument in DRIV/OrthoIV approaches?

Open yujias424 opened this issue 4 years ago • 1 comments

I am not sure why it is reasonable to use E[T|X, W, Z] as the Z in DRIV/OrthoIV. Is there any paper I can refer to? Also, In my simulation, it seems that we need to perform this projection when the instrument is weak (i.e., a small correlation between T and Z). I wonder whether the weak instrument case is the case for which the projection approach is designed?

Thanks!

Mar 10 '22 03:03 yujias424

+1 - any reference to using the projection as an instrument, and when that may or may not be desirable?

Jul 13 '23 04:07 evan-magnusson