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Instrumental Variables Estimation With Some Invalid Instruments and its Application to Mendelian Randomization
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Cited by:
- Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020.
"Ill-posed estimation in high-dimensional models with instrumental variables,"
Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
- Christoph Breunig & Enno Mammen & Anna Simoni, 2018. "Ill-posed Estimation in High-Dimensional Models with Instrumental Variables," Papers 1806.00666, arXiv.org, revised Aug 2020.
- Christoph Breunig & Enno Mammen & Anna Simoni, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Post-Print hal-03089879, HAL.
- Zhong, Wei & Gao, Yang & Zhou, Wei & Fan, Qingliang, 2021. "Endogenous treatment effect estimation using high-dimensional instruments and double selection," Statistics & Probability Letters, Elsevier, vol. 169(C).
- Nicola Barban & Elisabetta De Cao & Sonia Oreffice & Climent Quintana-Domeque, 2016.
"Assortative Mating on Education: A Genetic Assessment,"
Working Papers
2016-034, Human Capital and Economic Opportunity Working Group.
- Barban, Nicola & De Cao, Elisabetta & Oreffice, Sonia & Quintana-Domeque, Climent, 2019. "Assortative Mating on Education: A Genetic Assessment," IZA Discussion Papers 12563, Institute of Labor Economics (IZA).
- De Cao, Elisabetta & Barban, Nicola & Oreffice, Sonia & Quintana-Domeque, Climent, 2019. "Assortative mating on education: a genetic assessment," LSE Research Online Documents on Economics 102271, London School of Economics and Political Science, LSE Library.
- Nicola Barban & Elisabetta De Cao & Sonia Oreffice & Climent Quintana-Domeque, 2020. "Assortative mating on education: a genetic assessment," CHILD Working Papers Series 75 JEL Classification: D1, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
- Nicola Barban & Elisabetta De Cao & Sonia Oreffice, 2016. "Assortative Mating on Education: A Genetic Assessment," Economics Series Working Papers 791, University of Oxford, Department of Economics.
- Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen, 2022. "Detecting Grouped Local Average Treatment Effects and Selecting True Instruments," Papers 2207.04481, arXiv.org, revised Oct 2023.
- Nicolas Apfel & Frank Windmeijer, 2022. "The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction," Papers 2212.04814, arXiv.org, revised Apr 2024.
- Hyunseung Kang & Youjin Lee & T. Tony Cai & Dylan S. Small, 2022. "Two robust tools for inference about causal effects with invalid instruments," Biometrics, The International Biometric Society, vol. 78(1), pages 24-34, March.
- Hans (J.L.W.) van Kippersluis & Niels (C.A.) Rietveld, 2017. "Beyond Plausibly Exogenous," Tinbergen Institute Discussion Papers 17-096/V, Tinbergen Institute.
- Gyuhyeong Goh & Jisang Yu, 2022. "Causal inference with some invalid instrumental variables: A quasi‐Bayesian approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1432-1451, December.
- Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022.
"Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator,"
Papers
2208.05278, arXiv.org.
- Liang, X.; & Sanderson, E.; & Windmeijer, F.;, 2022. "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Health, Econometrics and Data Group (HEDG) Working Papers 22/22, HEDG, c/o Department of Economics, University of York.
- Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019.
"On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1339-1350, July.
- Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers 16/674, School of Economics, University of Bristol, UK, revised 08 Aug 2017.
- Windmeijer, F.; Farbmacher, H.; Davies, N.; Davey Smith, G.;, 2017. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Health, Econometrics and Data Group (HEDG) Working Papers 17/22, HEDG, c/o Department of Economics, University of York.
- Windmeijer, Frank & Farbmacher, Helmut & Davies, Neil & Smith, George Davey, 2017. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168196, Verein für Socialpolitik / German Economic Association.
- Damian Clarke & Benjamín Matta, 2018.
"Practical considerations for questionable IVs,"
Stata Journal, StataCorp LP, vol. 18(3), pages 663-691, September.
- Clarke, Damian & Matta, Benjamín, 2017. "Practical Considerations for Questionable IVs," MPRA Paper 79991, University Library of Munich, Germany.
- Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
- Sheng Wang & Hyunseung Kang, 2022. "Weak‐instrument robust tests in two‐sample summary‐data Mendelian randomization," Biometrics, The International Biometric Society, vol. 78(4), pages 1699-1713, December.
- Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
- Nicolas Apfel, 2019. "Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation," Papers 1907.00222, arXiv.org, revised Jul 2022.
- Barban, Nicola & De Cao, Elisabetta & Oreffice, Sonia & Quintana-Domeque, Climent, 2021. "The effect of education on spousal education: A genetic approach," Labour Economics, Elsevier, vol. 71(C).
- de Boer, Nina Sofie, 2020. "Exploring the Long-Term Health Consequences of ADHD using a Multivariable Mendelian Randomization Network Approach," Thesis Commons c4wz5, Center for Open Science.
- Nicolas Apfel & Xiaoran Liang, 2024. "Agglomerative hierarchical clustering for selecting valid instrumental variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1201-1219, November.
- Jessica M B Rees & Angela M Wood & Frank Dudbridge & Stephen Burgess, 2019. "Robust methods in Mendelian randomization via penalization of heterogeneous causal estimates," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-24, September.
- Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
- Qingliang Fan & Yaqian Wu, 2020. "Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments," Papers 2006.14998, arXiv.org.
- Frank Windmeijer & Xiaoran Liang & Fernando P. Hartwig & Jack Bowden, 2021.
"The confidence interval method for selecting valid instrumental variables,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 752-776, September.
- Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019. "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers 19/715, School of Economics, University of Bristol, UK.
- Daniel J. Benjamin & David Cesarini & Patrick Turley & Alexander Strudwick Young, 2024. "Social-Science Genomics: Progress, Challenges, and Future Directions," NBER Working Papers 32404, National Bureau of Economic Research, Inc.
- Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022. "High-dimensional linear models with many endogenous variables," Journal of Econometrics, Elsevier, vol. 228(1), pages 4-26.
- Andrés Martínez & Alfonso Salafranca & Ana E. Sipols & Clara Simon Blas & Daniel Hengel, 2024. "Distributed lags using elastic-net regularization for market response models: focus on predictive and explanatory capacity," Journal of Marketing Analytics, Palgrave Macmillan, vol. 12(2), pages 417-435, June.
- Guber, Raphael, 2018. "Instrument Validity Tests with Causal Trees: With an Application to the Same-sex Instrument," MEA discussion paper series 201805, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Jason Hartford & Victor Veitch & Dhanya Sridhar & Kevin Leyton-Brown, 2020. "Valid Causal Inference with (Some) Invalid Instruments," Papers 2006.11386, arXiv.org.
- Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
- Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.
- Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022. "On the instrumental variable estimation with many weak and invalid instruments," Papers 2207.03035, arXiv.org, revised Dec 2023.
- Ruoyu Wang & Qihua Wang & Wang Miao, 2023. "A robust fusion-extraction procedure with summary statistics in the presence of biased sources," Biometrika, Biometrika Trust, vol. 110(4), pages 1023-1040.
- Hyunseung Kang, 2023. "Discussion on “Instrumented difference‐in‐differences” by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy & Dylan S. Small," Biometrics, The International Biometric Society, vol. 79(2), pages 592-596, June.
- Kumari, Meena & Bao, Yanchun & S. Clarke, Paul & Smart, Melissa, 2018. "A comparison of robust methods for Mendelian randomization using multiple genetic variants," ISER Working Paper Series 2018-08, Institute for Social and Economic Research.
- Ruoyao Shi & Zhipeng Liao, 2018. "An Averaging GMM Estimator Robust to Misspecification," Working Papers 201803, University of California at Riverside, Department of Economics.
- Rong Fu & Haruko Noguchi & Shuhei Kaneko & Akira Kawamura & Cheolmin Kang & Hideto Takahashi & Nanako Tamiya, 2019. "How do cardiovascular diseases harm labor force participation? Evidence of nationally representative survey data from Japan, a super-aged society," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-16, July.
- Xi Chen & Ralf van der Lans & Michael Trusov, 2021. "Efficient Estimation of Network Games of Incomplete Information: Application to Large Online Social Networks," Management Science, INFORMS, vol. 67(12), pages 7575-7598, December.