Results 11 to 20 of about 886,705 (287)
Instrumental Variables, Local Instrumental Variables and Control Functions [PDF]
, 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]
, 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
An introduction to instrumental variables for epidemiologists [PDF]
International Journal of Epidemiology, 2000 Instrumental-variable (IV) methods were invented over 70 years ago, but remain uncommon in epidemiology. Over the past decade or so, non-parametric versions of IV methods have appeared that connect IV methods to causal and measurement-error models important in epidemiological applications.
Sander Greenland
exaly +7 more sources
Genetic Markers as Instrumental Variables [PDF]
Journal 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 +5 more sources
Testability of Instrumental Variables in Linear Non-Gaussian Acyclic Causal Models [PDF]
Entropy, 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]
Emerging 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
The Modified Instrumental Variable (MIV) for Endogenous Instrumental Variables
Journal of Statistical Theory and Applications (JSTA)This article introduces an estimator aimed at reducing the inconsistency of instrumental variable estimates when the instrument is not fully exogenous.
Nicolas Ronderos Pulido
doaj +2 more sources
Cointegration Tests Using Instrumental Variables
International 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
REndo: Internal Instrumental Variables to Address Endogeneity
Journal 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
Algorithm for adaptive observation based on method of instrumental variables [PDF]
E3S 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