Method evidence record

Bayesian Instrumental Variables

Bayesian Instrumental Variables combines the instrumental variable strategy for addressing endogeneity with Bayesian posterior inference. Instead of relying on asymptotic sampling distributions, it places prior distributions over all structural parameters and recovers a full posterior distribution for the causal effect, providing probability statements about the parameter rather than p-values — especially valuable when instruments are weak or the sample is small.

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Bayesian Instrumental Variables Estimation

Taxonomic method record · regression-model / causal-inference

Kleibergen, F., & Zivot, E. (2003). Bayesian and classical approaches to instrumental variable regression. Journal of Econometrics, 114(1), 29-72. · DOI 10.1016/s0304-4076(02)00219-1
Lancaster, T. (2004). An Introduction to Modern Bayesian Econometrics. Blackwell Publishing. · ISBN 978-1405117203

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Same method family2SLS Regressionmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketBayesian Difference-in-Differencesmachine-suggested · Relational suggestion, not evidence.See alsoBayesian Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyDifference-in-Differencesmachine-suggested · Relational suggestion, not evidence.See alsoInstrumental Variables in Health Researchmachine-suggested · Relational suggestion, not evidence.See alsoPropensity Score Matchingmachine-suggested · Relational suggestion, not evidence.