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Fiducial Inference for Partially Identified Parameters in Instrumental Variable Models

A fiducial approach to causal parameters that are only bounded (partially identified) rather than uniquely determined: it derives a fiducial distribution for the identified-set bounds, samples it with an acceptance sampler to form point estimates and confidence intervals for the lower and upper bounds in binary instrumental-variable models, and interprets the sampler's acceptance rate as a diagnostic of whether the data are compatible with the instrumental-variable assumptions.

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Fiducial inference for partially identiﬁed parameters with applications to instrumental variable

Fiducial inference is R. A. Fisher's idea of turning the roles of data and parameters around to place a distribution on an unknown parameter that summarizes evidence without assuming any prior. Exist…