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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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| Pubblicato in: | J Am Stat Assoc |
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| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Taylor & Francis
2018
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| Soggetti: | |
| Accesso online: | 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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