Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics

Journal of the American Statistical Association

Volumn 110, Issue 509, 2015, Pages 270-288

  Lin, Wei ^a,b   Feng, Rui ^a,b   Li, Hongzhe ^a,b  

^a PEKING UNIVERSITY   (China)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Causal inference; Confounding; Endogeneity; Sparse regression; Two stage least squares; Variable selection

Indexed keywords

EID: 84928233944     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2014.908125     Document Type: Article

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