Instrumental variables regression with measurement errors and multicollinearity in instruments

DOI10.52547/JIRSS.19.2.15MaRDI QIDQ5152285zbMATH OpenOpenAlexFDO

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

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)

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• 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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