Bounding the effects of proxy variables on instrumental-variables coefficients
type: Item
instance of: scholarly article
title: Bounding the effects of proxy variables on instrumental-variables coefficients
zbMATH Open document ID: 0638.62112
DOI: 10.1016/0304-4076(87)90026-1
author: William S. Krasker
author: John W. Pratt
published in: Journal of Econometrics
publication date: 1987-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J99
zbMATH DE Number: 4041128
zbMATH Keywords: exact solutions
zbMATH Keywords: endogenous explanatory variable
zbMATH Keywords: instrumental variable
zbMATH Keywords: lower bounds
zbMATH Keywords: Instrumental-variables models
zbMATH Keywords: smallest correlation
MaRDI profile type: Publication
full work available at URL: 0304-4076(87)90026-1
OpenAlex ID: W1974750153
cites work: Consistent Sets of Estimates for Regressions with Errors in All Variables
cites work: Bounding the Effects of Proxy Variables on Regression Coefficients
cites work: Constraints Often Overlooked in Analyses of Simultaneous Equation Models
description: scientific article; zbMATH DE number 4041128