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Journal of the American Statistical Association Volume 114, 2019 - Issue 527
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Theory and Methods

On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Frank WindmeijerDepartment of Economics, University of Bristol, Bristol, United Kingdom;MRC Integrative Epidemiology Unit, Bristol, United KingdomView further author information
,
Helmut FarbmacherCenter for the Economics of Aging, Max Planck Society Munich, GermanyView further author information
,
Neil DaviesMRC Integrative Epidemiology Unit, Bristol, United Kingdom;School of Social and Community Medicine, University of Bristol, Bristol, United KingdomView further author information
&
George Davey SmithMRC Integrative Epidemiology Unit, Bristol, United Kingdom;School of Social and Community Medicine, University of Bristol, Bristol, United KingdomView further author information
Pages 1339-1350 | Received 01 Jun 2016, Published online: 13 Nov 2018

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