Instrumental variables regression with measurement errors and multicollinearity in instruments

DOI10.52547/JIRSS.19.2.15zbMATH Open1469.62302OpenAlexW3162174724MaRDI QIDQ5152285FDOQ5152285

Authors: Ayyub Sheikhi, Mohsen Rezapoor, Hamid Hoseenkhani 

Publication date: 17 September 2021

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.52547/jirss.19.2.15

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zbMATH Keywords

endogeneityinstrumental variableshrinkage estimatorsmeasurement error modelstwo stage least square

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (3)

• Regression calibration with instrumental variables for longitudinal models with interaction terms, and application to air pollution studies
• Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
• Multicollinearity in measurement error models

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