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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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Bibliografiske detaljer
Udgivet i:J Am Stat Assoc
Main Authors: Windmeijer, Frank, Farbmacher, Helmut, Davies, Neil, Davey Smith, George
Format: Artigo
Sprog:Inglês
Udgivet: Taylor & Francis 2018
Fag:
Online adgang: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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