Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator
多暴露线性模型中的有效工具变量选择:自适应 Lasso 与中位数的中位数估计量
In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a set of available instruments that may contain invalid ones. An instrument is invalid if it fails the exclusion conditions and enters the model as an explanatory variable. We extend the results as developed in Windmeijer et al. (2019) for…