A Natural Robustification of the Ordinary Instrumental Variables Estimator

DOI10.1111/biom.12043zbMath1418.62095OpenAlexW1767106723WikidataQ34831637 ScholiaQ34831637MaRDI QIDQ2861951

Gabriela V. Cohen Freue, Ruben H. Zamar, Hernan Ortiz-Molina

Publication date: 13 November 2013

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12043

zbMATH Keywords

instrumental variablerobust estimationendogenous covariate\(S\)-estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

On the robustness of two-stage estimators ⋮ Unnamed Item ⋮ riv ⋮ Generalized method of trimmed moments

Uses Software

• R
• robustbase
• rrcov

Cites Work

• Unnamed Item
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• Two Stage Least Absolute Deviations Estimators
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• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Robust Statistics
• Measurement Error in Nonlinear Models
• Robust inference with GMM estimators

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