The many weak instruments problem and Mendelian randomization
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Cites work
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Econometric analysis of cross section and panel data.
- Generalized Method of Moments With Many Weak Moment Conditions
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- scientific article; zbMATH DE number 3930130 (Why is no real title available?)
- Instrumental variable estimation with heteroskedasticity and many instruments
- Instrumental Variables Regression with Weak Instruments
- Large Sample Properties of Generalized Method of Moments Estimators
- Mostly harmless econometrics. An empiricist's companion.
- Specification Tests in Econometrics
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The Estimation of Economic Relationships using Instrumental Variables
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Using multiple genetic variants as instrumental variables for modifiable risk factors
Cited in
(4)- Combining information on multiple instrumental variables in Mendelian randomization: comparison of allele score and summarized data methods
- Weak identification with many instruments
- Instrumental variable model average with applications in nonlinear causal inference
- A modified debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization
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