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Instrumental Variables, Local Instrumental Variables and Control Functions [PDF]

open access: yesWorking Paper Series, 2002
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity.
Florens, Jean-Pierre   +3 more
core   +9 more sources

Local Instrumental Variables [PDF]

open access: yes, 2001
This paper unites the treatment effect literature and the latent variable literature. The economic questions answered by the commonly used treatment effect parameters are considered.
Edward J. Vytlacil, James J. Heckman
core   +2 more sources

Testability of Instrumental Variables in Linear Non-Gaussian Acyclic Causal Models [PDF]

open access: yesEntropy, 2022
This paper investigates the problem of selecting instrumental variables relative to a target causal influence X→Y from observational data generated by linear non-Gaussian acyclic causal models in the presence of unmeasured confounders.
Feng Xie   +5 more
doaj   +2 more sources

Latent class instrumental variables and the monotonicity assumption [PDF]

open access: yesEmerging Themes in Epidemiology, 2020
A key aspect of the article by Lousdal on instrumental variables was a discussion of the monotonicity assumption. However, there was no mention of the history of the development of this assumption.
Stuart G. Baker
doaj   +2 more sources

Genetic Markers as Instrumental Variables [PDF]

open access: yesJournal of Health Economics, 2016
The use of genetic markers as instrumental variables (IV) is receiving increasing attention from epidemiologists, economists, statisticians and social scientists.
Carol Propper   +4 more
core   +6 more sources

Cointegration Tests Using Instrumental Variables

open access: yesInternational Journal of Empirical Economics, 2022
This paper proposes new cointegration tests based on instrumental variable (IV) estimation. An important property of our tests is that the asymptotic distribution remains standard normal (or Chi-square) regardless of the number of regressors, differing ...
Junsoo Lee, Ali Yucel
doaj   +1 more source

Algorithm for adaptive observation based on method of instrumental variables [PDF]

open access: yesE3S Web of Conferences, 2023
When the input signal and the output value of the object of control cannot be measured accurately, the state vector is estimated. The instrumental variables (IVs) method is a commonly used parameter estimation method [1-10].
Nikolov Nikola   +5 more
doaj   +1 more source

REndo: Internal Instrumental Variables to Address Endogeneity

open access: yesJournal of Statistical Software, 2023
Endogeneity is a common problem in any causal analysis. It arises when the independence assumption between an explanatory variable and the error in a statistical model is violated.
Raluca Gui   +3 more
doaj   +1 more source

Incarceration and mortality in the United States

open access: yesSSM: Population Health, 2021
The ongoing COVID-19 pandemic has spotlighted the role of America's overcrowded prisons as vectors of ill health, but robust analyses of the degree to which high rates of incarceration impact population-level health outcomes remain scarce. In this paper,
Elias Nosrati   +5 more
doaj   +1 more source

Instrumental variable analysis [PDF]

open access: yesNephrology Dialysis Transplantation, 2012
The main advantage of the randomized controlled trial (RCT) is the random assignment of treatment that prevents selection by prognosis. Nevertheless, only few RCTs can be performed given their high cost and the difficulties in conducting such studies.
Stel, V. S.   +3 more
openaire   +4 more sources

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