Confidence Intervals for Causal Effects with Invalid Instruments using Two-Stage Hard Thresholding with Voting

DOI10.48550/arXiv.1603.05224zbMath1398.62114arXiv1603.05224OpenAlexW2963928335MaRDI QIDQ84407

T. Tony Cai, Dylan S. Small, Hyunseung Kang, Zijian Guo, T. Tony Cai, Hyunseung Kang, Zi-Jian Guo, Dylan S. Small

Publication date: 16 March 2016

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05224

zbMATH Keywords

majority votingtreatment effectplurality votinghigh dimensional covariatesinvalid instrumentsexclusion restriction

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to social sciences (62P25) Nonparametric tolerance and confidence regions (62G15)

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