Instrumental variables estimation under a structural Cox model

Biostatistics ◽  
2017 ◽  
Vol 20 (1) ◽  
pp. 65-79 ◽  
Author(s):  
Torben Martinussen ◽  
Ditte Nørbo Sørensen ◽  
Stijn Vansteelandt
Keyword(s):  
Instrumental Variables ◽  
Cox Model ◽  
Instrumental Variables Estimation

Instrumental Variables Estimation in Misspecified Single Equations

1995 ◽  
Vol 11 (3) ◽  
pp. 498-529 ◽  
Author(s):  
Christopher L. Skeels
Keyword(s):  
Instrumental Variables ◽  
Structural Equation ◽  
Exact Results ◽  
Exact Sampling ◽  
Specification Errors ◽  
Instrumental Variables Estimation ◽  
Analytical Results ◽  
Sampling Behavior ◽  
Numerical Examination

This paper examines the exact sampling behavior of a family of instrumental variables estimators of the coefficients in a single structural equation when the model has been misspecified by the incorrect inclusion or exclusion of variables. It is found that such specification errors can have implications for the structure of the exact results obtained. A brief numerical examination of the analytical results is also provided.

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