This article studies the estimation of causal parameters in the generalized local average treatment effect (GLATE) model, which expands upon the traditional LATE model to include multivalued treatment
Weak instruments produce causal inferences that are sensitive to small failures of the assumptions underlying an instrumental variable, so strong instruments are preferred. The possibility of strength
It is well known that standard frequentist inference breaks down in IV regressions with weak instruments. Bayesian inference with diffuse priors suffers from the same problem. We show that the issue a
We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai, Li and Zou study the efficiency property of LCQR, while we show that its