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On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

We investigate the behavior of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of exposures on outcomes, as proposed recently by Kang et al. Invalid instruments are such that they fail the exclusion restriction and enter the model as...

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Detalles Bibliográficos
Publicado en:J Am Stat Assoc
Autores principales: Windmeijer, Frank, Farbmacher, Helmut, Davies, Neil, Davey Smith, George
Formato: Artigo
Lenguaje:Inglês
Publicado: Taylor & Francis 2018
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC6817329/
https://ncbi.nlm.nih.gov/pubmed/31708716
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2018.1498346
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