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A Conditional Linear Combination Test with Many Weak Instruments

Dennis Lim, Wenjie Wang, Yichong Zhang

arXiv 22 Jul 2022 · Econometrics · publishedJournal of Econometrics (2023) · 5 citations (OpenAlex)

arXiv:2207.11137 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider a linear combination of jackknife Anderson-Rubin (AR), jackknife Lagrangian multiplier (LM), and orthogonalized jackknife LM tests for inference in IV regressions with many weak instruments and heteroskedasticity. Following I.Andrews (2016), we choose the weights in the linear combination based on a decision-theoretic rule that is adaptive to the identification strength. Under both weak and strong identifications, the proposed test controls asymptotic size and is admissible among certain class of tests. Under strong identification, our linear combination test has optimal power against local alternatives among the class of invariant or unbiased tests which are constructed based on jackknife AR and LM tests. Simulations and an empirical application to Angrist and Krueger's (1991) dataset confirm the good power properties of our test.

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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
1Andrews, I (2016) Conditional linear combination tests for weakly identified models0.95624988%
2Angrist, J. D. and A. B. Krueger (1991) Does compulsory school attendance affect schooling and earning?0.93511582%
3Matsushita, Y. and T. Otsu (2021) Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics0.87452100%
4Crudu, F., G. Mellace, and Z. Sándor (2021) Inference in instrumental variable models with heteroskedasticity and many instruments0.85113462%
5Chao, J. C., N. R. Swanson, J. A. Hausman, W. K. Newey, and T. Woute… (2012) Asymptotic distribution of jive in a heteroskedastic iv regression with many instruments0.84315560%
6Mikusheva, A. and L. Sun (2022) Inference with many weak instruments0.814631154%
7Angrist, J. and B. Frandsen (2022) Machine labor0.81142100%
8Kleibergen, F (2005) Kleibergen(2005)Testing parameters in GMM without assuming that they are identified0.81142100%
9Matsushita, Y. and T. Otsu (2022) Jackknife lagrange multiplier test with many weak instruments0.81142100%
10Stock, J. H. and J. H. Wright (2000) GMM with weak identification0.81142100%

Showing the top 10 of 64 scored citations.

Cited by, within the corpus

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Citing paperIntensityMentionsSections
1Inference in clustered IV models with many and weak instruments0.843103
2An Improved Inference for IV Regressions0.843106
3A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions0.81142
4An Identification-and Dimensionality-Robust Test for Instrumental Variables Models0.73732
5Inference with Many Weak Instruments and Heterogeneity0.73732
6A Ridge-Regularised Jackknifed Anderson-Rubin Test0.40511
7Identification- and Many Moment-Robust Inference via Invariant Moment Conditions0.40511
8Adjustments with Many Regressors under Covariate-Adaptive Randomizations0.40511
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10Valid Wald Inference with Many Weak Instruments0.40511