On the instrumental variable estimation with many weak and invalid instruments

DOI10.1093/JRSSSB/QKAE025MaRDI QIDQ6670547zbMATH OpenFDO

Authors Yiqi Lin, Frank Windmeijer, Xin-Yuan Song, Qingliang Fan

Publication date 23 January 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE025

zbMATH Keywords

invalid instrumentstreatment effectweak instrumentsnon-convex penaltymodel identification

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(2)

• Model-free feature screening for ultrahigh dimensional data with responses missing not at random
• Best-subset instrumental variable selection method using mixed integer optimization with applications to health-related quality of life and education-wage analyses

This page was built for publication: On the instrumental variable estimation with many weak and invalid instruments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6670547)