English
Related papers

Related papers: Weak instruments in multivariable Mendelian random…

200 papers

In the past decade, the increased availability of genome-wide association studies summary data has popularized Mendelian Randomization (MR) for conducting causal inference. MR analyses, incorporating genetic variants as instrumental…

Methodology · Statistics 2025-08-26 Zhongming Xie , Wanheng Zhang , Jingshen Wang , Chong Wu

We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…

Econometrics · Economics 2025-07-01 Qu Feng , Sombut Jaidee , Wenjie Wang

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

Methodology · Statistics 2025-08-05 Xinpei Wang , Tao Huang , Jinzhu Jia

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Montiel Olea and Pflueger (2013) proposed the effective F-statistic as a test for weak instruments in terms of the Nagar bias of the two-stage least squares (2SLS) estimator relative to a benchmark worst-case bias. We show that their…

Econometrics · Economics 2025-01-22 Frank Windmeijer

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Instrumental variables estimation has gained considerable traction in recent decades as a tool for causal inference, particularly amongst empirical researchers. This paper makes three contributions. First, we provide a detailed theoretical…

Econometrics · Economics 2021-04-27 Aiwei Huang , Madhurima Chandra , Laura Malkhasyan

In two-sample Mendelian randomization (MR), Egger regression is widely used as a sensitivity analysis when directional pleiotropy is detected. However, the increasing complexity of modern MR studies, characterized by many weak instruments,…

Methodology · Statistics 2025-07-15 Youpeng Su , Yilei Ma , Ping Yin , Peng Wang

Data clustering reduces the effective sample size from the number of observations towards the number of clusters. For instrumental variable models this reduced effective sample size makes the instruments more likely to be weak, in the sense…

Econometrics · Economics 2025-10-09 Johannes W. Ligtenberg

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

This paper is concerned with the findings related to the robust first-stage F-statistic in the Monte Carlo analysis of Andrews (2018), who found in a heteroskedastic grouped-data design that even for very large values of the robust…

Econometrics · Economics 2022-08-04 Frank Windmeijer

Mendelian Randomization (MR) is a popular method in epidemiology and genetics that uses genetic variation as instrumental variables for causal inference. Existing MR methods usually assume most genetic variants are valid instrumental…

Applications · Statistics 2022-06-15 Daniel Iong , Qingyuan Zhao , Yang Chen

Refining one's hypotheses in the light of data is a common scientific practice; however, the dependency on the data introduces selection bias and can lead to specious statistical analysis. An approach for addressing this is via conditioning…

Machine Learning · Computer Science 2020-03-03 Jen Ning Lim , Makoto Yamada , Wittawat Jitkrittum , Yoshikazu Terada , Shigeyuki Matsui , Hidetoshi Shimodaira

This paper addresses the weak instruments problem in linear instrumental variable models from a Bayesian perspective. The new approach has two components. First, a novel predictor-dependent shrinkage prior is developed for the many…

Methodology · Statistics 2014-08-05 P. Richard Hahn , Hedibert Lopes

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Mendelian Randomization is a widely used instrumental variable method for assessing causal effects of lifelong exposures on health outcomes. Many exposures, however, have causal effects that vary across the life course and often influence…

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

Machine Learning · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

Methods have been developed for Mendelian randomization that can obtain consistent causal estimates while relaxing the instrumental variable assumptions. These include multivariable Mendelian randomization, in which a genetic variant may be…

Methodology · Statistics 2017-08-02 Jessica M. B. Rees , Angela Wood , Stephen Burgess

Mendelian randomization (MR) is a statistical method exploiting genetic variants as instrumental variables to estimate the causal effect of modifiable risk factors on an outcome of interest. Despite wide uses of various popular two-sample…

Methodology · Statistics 2021-11-17 Anqi Wang , Zhonghua Liu