A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models

To estimate causal effects from observational data, an applied researcher must impose beliefs. The instrumental variables exclusion restriction, for example, represents the belief that the instrument has no direct effect on the outcome of interest. Yet beliefs about instrument validity do not exist为基于观测数据估计因果效应，应用研究者必须施加先验信念。例如，工具变量排他性约束（instrumental variables exclusion restriction）所代表的信念为：工具变量对所关注的结局变量无直接影响。然而，有关工具变量有效性的信念实则并不存在。