21 citations · 29 across the 9 of their papers we have counts for
3 papers · 1 filter
Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator
Xiaoran Liang, Eleanor Sanderson, Frank Windmeijer
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 Las…
On the instrumental variable estimation with many weak and invalid instruments
Yiqi Lin, Frank Windmeijer, Xinyuan Song +1
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equiva…
Estimating Structural Mean Models with Multiple Instrumental Variables Using the Generalised Method of Moments
Paul S. Clarke, Tom M. Palmer, Frank Windmeijer
Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology and biostatistics. As single markers tend to explain only a smal…