Constructive Instrumental Variable Identification and Inference with Many Weak Interaction Moments
利用大量弱交互矩的构造性工具变量识别与推断
Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian randomization, where genetic variants serve as instruments and violations of exclusion restriction or independence assumptions are common. We propose MAGIC, a constructive and assumption-lean framework that achieves identification even when all…