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math.ST2016
Testing Endogeneity with High Dimensional Covariates
Zijian Guo, Hyunseung Kang, T. Tony Cai +1
Modern, high dimensional data has renewed investigation on instrumental variables (IV) analysis, primarily focusing on estimation of effects of endogenous variables and putting lit…
math.ST2016★ 14 cited
Confidence Intervals for Causal Effects with Invalid Instruments using Two-Stage Hard Thresholding with Voting
Zijian Guo, Hyunseung Kang, T. Tony Cai +1
A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure…