DOUBLY ROBUST INSTRUMENTAL VARIABLE REGRESSION
By Ryo Okui, Dylan S. Small, Zhiqiang Tan, James M. Robins. 2012
72 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/08986f8d7334abc051004cf71f852cfc4077a888
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Ryo Okui
- S. Lee
- M. Joffe
- Yoon-Jae Whang
- Stijn Vansteelandt
- Karel Vermeulen
- D. Chetverikov
- Victor Chernozhukov
In Statistics and Probability
- M. Joffe
- Yoon-Jae Whang
- Stijn Vansteelandt
- Karel Vermeulen
- S. Lee
- Ryo Okui
- Victor Chernozhukov
- Tyler J. VanderWeele
Citations in the corpus
- Structural nested models and G-estimation: the partially realized promise (2014, background): “The resulting class of G-estimators contains the popular two-stage least squares estimator as a special case (Okui et al. (2012)).”
- Doubly robust uniform confidence band for the conditional average treatment effect function (2016, background): “For example, Ogburn, Rotnitzky, and Robins (2015) consider a similar issue in the context of the local average treatment effect (LATE) of Imbens and Angrist (1994).”
- Bias-Reduced Doubly Robust Estimation (2015, background): “Goetghebeur 2008), natural direct and indirect effects in mediation analysis (Tchetgen Tchetgen and Shpitser 2012), incomplete covariate problems (Tchetgen Tchetgen and Rotnitzky 2011), and instrumental variables analysis (Okui et al. 2012).”