EconBase
← All papers

LASSO Methods for Gaussian Instrumental Variables Models

Alexandre Belloni, Victor Chernozhukov, Christian Hansen

arXiv 6 Dec 2010 · Statistics — Methodology · 81 citations (OpenAlex)

arXiv:1012.1297 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this note, we propose to use sparse methods (e.g. LASSO, Post-LASSO, sqrt-LASSO, and Post-sqrt-LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments in the canonical Gaussian case. The methods apply even when the number of instruments is much larger than the sample size. We derive asymptotic distributions for the resulting IV estimators and provide conditions under which these sparsity-based IV estimators are asymptotically oracle-efficient. In simulation experiments, a sparsity-based IV estimator with a data-driven penalty performs well compared to recently advocated many-instrument-robust procedures. We illustrate the procedure in an empirical example using the Angrist and Krueger (1991) schooling data.

Citation extraction

30
references
54
in-text mentions
30
distinct cited
1
self-citations
8,896
main-text words

appendix boundary found by appendix_command · 74% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1P. J. Bickel, Y. Ritov, and A. B. Tsybakov (2009) Simultaneous analysis of Lasso and Dantzig selector0.8947471%
2Christian Hansen, Jerry Hausman, and Whitney K. Newey (2008) Estimation with many instrumental variables self0.81142100%
3A. Belloni, V. Chernozhukov, and L. Wang (2010) Square-root-lasso: Pivotal recovery of sparse signals via conic programming0.7373367%
4A. Belloni and V. Chernozhukov (2009) Post-$_1$-penalized estimators in high-dimensional linear regression models0.6597429%
5J. D. Angrist and A. B. Krueger (1991) Does compulsory school attendance affect schooling and earnings?0.64441100%
6Wayne A. Fuller (1977) Some properties of a modification of the limited information estimator0.64422100%
7Paul A. Bekker (1994) Alternative approximations to the distributions of instrumental variables estimators0.51121100%
8Whitney K. Newey (1990) Efficient instrumental variables estimation of nonlinear models0.51121100%
9J. D. Angrist, G. W. Imbens, and D. B. Rubin (2006) Identification of causal effects using instrumental variables0.40511100%
10J. D. Angrist and A. Krueger (2001) Instrumental variables and the search for identification: From supply and demand to natural experiments0.40511100%

Showing the top 10 of 30 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference in High Dimensional Panel Models with an Application to Gun Control0.64422
2Inference for High-Dimensional Sparse Econometric Models0.51121
3Double/Debiased Machine Learning for Treatment and Structural Parameters0.51121
4Inference on Treatment Effects After Selection Amongst High-Dimensional Controls0.40511
5Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments0.40511
61501.034300.40511
7Debiased Machine Learning of Set-Identified Linear Models0.40511
8High-Dimensional Econometrics and Regularized GMM0.40511
9High-dimensional mixed-frequency IV regression0.40511
10Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters0.40511