The pitfall of instrumental variables in big data: What the rule of thumb can't give you

DOI10.1080/03610918.2018.1433844OpenAlexW2794194662MaRDI QIDQ5087489

Lizheng Shi, Charles Stoecker, Shuang Yang, Hui Shao

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1433844

zbMATH Keywords

instrumental variablerule of thumbfirst-stage F teststrong IV

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• rivtest

Cites Work

• Unnamed Item
• Instrumental variables estimation with many weak instruments using regularized JIVE
• Robust, Accurate Confidence Intervals with a Weak Instrument: Quarter of Birth and Education
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• Instrumental Variables Regression with Weak Instruments

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