Instrumental Variable (IV) Selection for Estimating Total Effects in Conditional IV Method

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  • 条件付き操作変数法の推定精度と操作変数の選択
  • オボエガキ ジョウケン ツキ ソウサ ヘンスウホウ ノ スイテイ セイド ト ソウサ ヘンスウ ノ センタク

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Suppose that causal relationships among variables can be described by a causal diagram and the corresponding linear structural equation model. In order to identify total effects, Brito and Pearl (2002) have suggested the conditional instrumental variable method, which is provided as a generalization of the instrumental variable method. However, the selection of conditional instrumental variable given a set of covariates is not unique. In this paper, when a total effect can be estimated through the conditional instrumental variable method, we formulate the asymptotic variance of the total effect. In addition, when there are some conditional instrumental variables given a set of covariates, the difference between them is investigated based on the formulation.

Journal

  • Ouyou toukeigaku

    Ouyou toukeigaku 32 (2), 89-100, 2003

    Japanese Society of Applied Statistics

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