Distributional Instruments: Identification and Estimation with Quantile Least Squares

📅 2026-01-23
📈 Citations: 0
Influential: 0
📄 PDF
🤖 AI Summary
This study addresses the failure of conventional instrumental variable (IV) methods when a policy alters the distribution of an endogenous variable without substantially affecting its mean. To tackle this challenge, the authors propose a distributional IV framework that formally introduces the concept of “distributional relevance” and demonstrates that purely distribution-shifting instruments can identify average structural effects. By integrating control function approaches with quantile regression, they develop a Quantile Least Squares (Q-LS) estimator that aggregates conditional quantiles into an optimal mean-square predictor, replacing traditional two-stage least squares (2SLS) and mitigating weak-instrument bias. Monte Carlo simulations confirm the estimator’s accuracy and reliable confidence interval coverage. An empirical application leverages distributional shifts in out-of-pocket risk induced by the Medicare Part D policy to more precisely estimate its effect on depression.

Technology Category

Application Category

📝 Abstract
We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely distributional. Within a triangular model, distributional relevance suffices for nonparametric identification of average structural effects via a control function. We then propose Quantile Least Squares (Q-LS), which aggregates conditional quantiles of X given Z into an optimal mean-square predictor and uses this projection as an instrument in a linear IV estimator. We establish consistency, asymptotic normality, and the validity of standard 2SLS variance formulas, and we discuss regularization across quantiles. Monte Carlo designs show that Q-LS delivers well-centered estimates and near-correct size when mean-based 2SLS suffers from weak instruments. In Health and Retirement Study data, Q-LS exploits Medicare Part D-induced distributional shifts in out-of-pocket risk to sharpen estimates of its effects on depression.
Problem

Research questions and friction points this paper is trying to address.

instrumental variables
distributional relevance
weak instruments
quantile methods
structural estimation
Innovation

Methods, ideas, or system contributions that make the work stand out.

distributional instruments
quantile least squares
instrumental variables
weak identification
control function
💼 Related Jobs
No related jobs found.
R
Rowan Cherodian
University of Sheffield
G
Guy Tchuente
Purdue University and GLO