2021
DOI: 10.31235/osf.io/9qj4f
|View full text |Cite
Preprint
|
Sign up to set email alerts
|

Rain, Rain, Go Away: 195 Potential Exclusion-Restriction Violations for Studies Using Weather as an Instrumental Variable

Abstract: Instrumental variable (IV) analysis assumes that the instrument only affects the dependent variable via its relationship with the independent variable. Other possible causal routes from the IV to the dependent variable are exclusion-restriction violations and make the instrument invalid. Weather has been widely used as an instrumental variable in social science to predict many different variables. The use of weather to instrument different independent variables represents strong prima facie evidence of exclusi… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
2

Citation Types

0
18
0

Year Published

2022
2022
2024
2024

Publication Types

Select...
4
3
2

Relationship

0
9

Authors

Journals

citations
Cited by 24 publications
(18 citation statements)
references
References 25 publications
0
18
0
Order By: Relevance
“…Our results are also robust to relaxing the exclusion restriction, thus making them immune to Mellon's (2021) criticism that many weather-based instrumental variables fail to meet the exclusion restriction.…”
Section: Introductionmentioning
confidence: 72%
“…Our results are also robust to relaxing the exclusion restriction, thus making them immune to Mellon's (2021) criticism that many weather-based instrumental variables fail to meet the exclusion restriction.…”
Section: Introductionmentioning
confidence: 72%
“…One case where we should be particularly cautious of exclusion restriction violations through indirect causal chains is when the same instrument is used for multiple different treatments-suggesting that the instrument may affect many different things. Mellon (2021) found that weather has been used as an instrument in at least 111 studies across the social sciences. The fact that weather appears to affect so many different treatments raises concerns about its validity in any given application.…”
Section: What "No Direct Effect" Means In the Context Of The Exclusio...mentioning
confidence: 99%
“…If sunlight improves mood through pathways other than outdoor activity, and mood itself affects math performance, the exclusion restriction could be violated. 7 Indeed, Mellon (2021) locates a number of studies showing that weather affects mood and that mood in turn influences a wide range of other outcomes. Historical instruments-those that occurred long before the treatment-present another complicated case for exclusion restriction assumptions.…”
Section: What "No Direct Effect" Means In the Context Of The Exclusio...mentioning
confidence: 99%
“…Specifically, we instrument fire radiative power with fire risk, a formula developed by INPE that takes into account variations in weather conditions, such as precipitation and temperature. Aware of the challenges of using weather instruments in the social sciences, we follow the recent literature and rely on short-term variation in weather conditions while controlling for longer-term weather patterns (Cooperman, 2017;Mellon, 2021). Second, we construct a stacked differences-in-differences design.…”
Section: Introductionmentioning
confidence: 99%