The pitfall of instrumental variables in big data: What the rule of thumb can't give you

DOI10.1080/03610918.2018.1433844OpenAlexW2794194662MaRDI QIDQ5087489FDOQ5087489

Authors: Hui Shao, Charles Stoecker, Shuang Yang, Lizheng Shi 

Publication date: 1 July 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1433844

zbMATH Keywords

instrumental variablerule of thumbfirst-stage F teststrong IV

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Instrumental Variables Regression with Weak Instruments
• Title not available (Why is that?)
• Robust, Accurate Confidence Intervals with a Weak Instrument: Quarter of Birth and Education
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• Instrumental variables estimation with many weak instruments using regularized JIVE

Uses Software

• rivtest

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