Bounding the effects of proxy variables on instrumental-variables coefficients (Q1099570)
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scientific article; zbMATH DE number 4041128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding the effects of proxy variables on instrumental-variables coefficients |
scientific article; zbMATH DE number 4041128 |
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Bounding the effects of proxy variables on instrumental-variables coefficients (English)
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1987
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Instrumental-variables models are considered in which one of the observed variables is a proxy for some unobserved true variable. The smallest correlation between the proxy and the unobserved true variable is computed, such that it is guaranteed that a coefficient's sign has not been reversed by substituting the proxy.
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exact solutions
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endogenous explanatory variable
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instrumental variable
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lower bounds
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Instrumental-variables models
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smallest correlation
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