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Robust Instrumental Variables

Robust Instrumental Variables estimation extends standard IV and two-stage least squares (2SLS) by guarding against weak-instrument bias and non-standard inference. Methods such as the Anderson-Rubin test, Limited Information Maximum Likelihood (LIML), and the Conditional Likelihood Ratio test provide valid confidence sets and hypothesis tests even when instruments are weak or only partially identified, making IV inference reliable in settings where standard 2SLS breaks down.

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Robust Instrumental Variables Estimation

Taxonomický záznam metódy · regression-model / causal-inference

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Same method family2SLS 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.Taxonomic bucketPanel Data Instrumental Variablesmachine-suggested · Relational suggestion, not evidence.