On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

We investigate the behavior of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of exposures on outcomes, as proposed recently by Kang et al. Invalid instruments are such that they fail the exclusion restriction and enter the model as...

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Detalles Bibliográficos
Autores principales: Windmeijer, Frank, Farbmacher, Helmut, Davies, Neil, Davey Smith, George
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2018
Materias:
Theory and Methods
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6817329/
https://www.ncbi.nlm.nih.gov/pubmed/31708716
http://dx.doi.org/10.1080/01621459.2018.1498346

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6817329/
https://www.ncbi.nlm.nih.gov/pubmed/31708716
http://dx.doi.org/10.1080/01621459.2018.1498346

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