4 papers · 1 filter
Revisiting the Many Instruments Problem using Random Matrix Theory
Helmut Farbmacher, Rebecca Groh, Michael Mühlegger +1
Instrumental variables estimation with many instruments is biased. Traditional bias-adjustments are closely connected to the Silverstein equation. Based on the theory of random mat…
Detecting Grouped Local Average Treatment Effects and Selecting True Instruments
Nicolas Apfel, Helmut Farbmacher, Rebecca Groh +2
Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local avera…
Causal mediation analysis with double machine learning
Helmut Farbmacher, Martin Huber, Lukáš Lafférs +2
This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a…
On the Effect of Imputation on the 2SLS Variance
Helmut Farbmacher, Alexander Kann
Endogeneity and missing data are common issues in empirical research. We investigate how both jointly affect inference on causal parameters. Conventional methods to estimate the va…