Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a set of available instruments that may contain invalid ones....

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Hauptverfasser:	Liang, Xiaoran, Sanderson, Eleanor, Windmeijer, Frank
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Methodology
Online-Zugang:	Volltext bestellen
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