Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
高维非参数可加工具变量回归的估计与推断
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical genomics data from these studies are often high-dimensional. The high-dimensional linear instrumental-variables regression has been considered in the literature due to its simplicity albeit a true nonlinear relationship may exist. We…