Instrumentality Tests Revisited
Abstract
An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of identification to the problemof finding the appropriate instruments.Few years ago, Pearl introduced a necessarytest for instruments that allows the researcher to discard those candidatesthat fail the test.In this paper, we make a detailed study of Pearl's test and the general model forinstruments. The results of this studyinclude a novel interpretation of Pearl'stest, a general theory of instrumentaltests, and an affirmative answer to aprevious conjecture. We also presentnew instrumentality tests for the casesof discrete and continuous variables.
Keywords
Cite
@article{arxiv.1301.2258,
title = {Instrumentality Tests Revisited},
author = {Blai Bonet},
journal= {arXiv preprint arXiv:1301.2258},
year = {2013}
}
Comments
Appears in Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI2001)