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Causal inference with imperfect instrumental variables
Journal of Causal Inference, 2022 Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption, which states ...
Miklin Nikolai +3 more
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Instrumental variable analysis [PDF]
Nephrology 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
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Identification of the separately excited DC motor with extended instrumental variables
Вестник Самарского государственного технического университета. Серия: Технические науки, 2022 The problem of identifying the parameters of a DC motor is considered. The presence of measurement errors of currents and voltages leads to errors in both input and output signals. Existing methods for identifying the parameters of a DC motor do not take
Dmitry V. Ivanov +2 more
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Instrumental Variables Regression with Weak Instruments [PDF]
Econometrica, 1997 Summary: This paper develops asymptotic distribution theory for single-equation instrumental variables regression when the partial correlations between the instruments and the endogenous variables are weak, here modeled as local to zero. Asymptotic representations are provided for various statistics, including two-stage least squares (TSLS) and limited
Douglas Staiger, James H. Stock
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Administrative Sciences, 2023 (1) Background: Previous studies have shown that absenteeism is negatively associated with employee-level performance, but we do not know how exactly absenteeism affects enterprise-level performance.
Jarle Aarstad, Olav Andreas Kvitastein
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Nonparametric instrumental variable estimation [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2018 In this article, we introduce the commands npiv and npivcv, which implement nonparametric instrumental-variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands can impose the constraint that the resulting estimated function is monotone.
Denis Chetverikov +2 more
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Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach
Mathematics, 2023 This paper introduces an instrumental variable Bayesian shrinkage approach specifically designed for estimating the capital asset pricing model (CAPM) while utilizing a large number of instruments.
Cássio Roberto de Andrade Alves +1 more
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Generalized Instrumental Variable Models [PDF]
Econometrica, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew Chesher, Adam Rosen
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A Gentle Introduction to Instrumental Variables
Journal of Clinical Epidemiology, 2022 Instrumental variables (IV) is a central strategy for identifying causal effects in absence of randomized experiments. Clinicians and epidemiologists may find the intuition of IV easy to grasp by comparison to randomized experiments. Randomization is an ideal IV because treatment is assigned randomly, and hence unaffected by everything else. IV methods
Widding-Havneraas, Tarjei +1 more
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A Robust Instrumental-Variables Estimator [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2012 The classical instrumental-variables estimator is extremely sensitive to the presence of outliers in the sample. This is a concern because outliers can strongly distort the estimated effect of a given regressor on the dependent variable. Although outlier diagnostics exist, they frequently fail to detect atypical observations because they are themselves
Desbordes, Rodolphe, Verardi, Vincenzo
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