Outlier Robust Inference in the Instrumental Variable Model With Applications to Causal Effects

2021 ◽  
Author(s):  
Jens Klooster ◽  
Mikhail Zhelonkin
Keyword(s):  
Instrumental Variable ◽  
Causal Effects ◽  
Robust Inference ◽  
Variable Model ◽  
Instrumental Variable Model

scholarly journals Measurement errors in the binary instrumental variable model

Biometrika ◽  
2019 ◽  
Vol 107 (1) ◽  
pp. 238-245
Author(s):  
Zhichao Jiang ◽  
Peng Ding
Keyword(s):  
Measurement Error ◽  
Instrumental Variable ◽  
Measurement Errors ◽  
Causal Effects ◽  
Sensitivity Analyses ◽  
Variable Model ◽  
Differential Measurement ◽  
True Value ◽  
Instrumental Variable Model ◽  
Outcome Biases

Summary Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment and outcome. We first consider nondifferential measurement errors, that is, the mismeasured variable does not depend on other variables given its true value. We show that the measurement error of the instrumental variable does not bias the estimate, that the measurement error of the treatment biases the estimate away from zero, and that the measurement error of the outcome biases the estimate toward zero. Moreover, we derive sharp bounds on the causal effects without additional assumptions. These bounds are informative because they exclude zero. We then consider differential measurement errors, and focus on sensitivity analyses in those settings.

Likelihood analysis of the binary instrumental variable model

Biometrika ◽  
2011 ◽  
Vol 98 (4) ◽  
pp. 987-994 ◽  
Author(s):  
R. R. Ramsahai ◽  
S. L. Lauritzen
Keyword(s):  
Instrumental Variable ◽  
Variable Model ◽  
Likelihood Analysis ◽  
Instrumental Variable Model

scholarly journals On falsification of the binary instrumental variable model

Biometrika ◽  
2017 ◽  
pp. asw064
Author(s):  
Linbo Wang ◽  
James M. Robins ◽  
Thomas S. Richardson
Keyword(s):  
Instrumental Variable ◽  
Variable Model ◽  
Instrumental Variable Model

scholarly journals An instrumental variable model of multiple discrete choice

10.3982/qe240 ◽  
2013 ◽  
Vol 4 (2) ◽  
pp. 157-196 ◽  
Author(s):  
Andrew Chesher ◽  
Adam M. Rosen ◽  
Konrad Smolinski
Keyword(s):  
Discrete Choice ◽  
Instrumental Variable ◽  
Variable Model ◽  
Instrumental Variable Model

scholarly journals Erratum: On falsification of the binary instrumental variable model

Biometrika ◽  
2017 ◽  
Vol 104 (1) ◽  
pp. e1-e1 ◽  
Author(s):  
Linbo Wang ◽  
James M. Robins ◽  
Thomas S. Richardson
Keyword(s):  
Instrumental Variable ◽  
Variable Model ◽  
Instrumental Variable Model
Sign in / Sign up

Export Citation Format

Share Document