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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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Détails bibliographiques
Publié dans:J Am Stat Assoc
Auteurs principaux: Windmeijer, Frank, Farbmacher, Helmut, Davies, Neil, Davey Smith, George
Format: Artigo
Langue:Inglês
Publié: Taylor & Francis 2018
Sujets:
Accès en ligne: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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