The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Instrument Relevance in Multivariate Linear Models: A Simple Measure
Abstract
The correlation between instruments and explanatory variables is a key determinant of the performance of the instrumental variables estimator. The R2 from regressing the explanatory variable on the instrument vector is a useful measure of relevance in univariate models, but can be misleading when there are multiple endogenous variables. This note proposes a computationally simple partial R2 measure of instrument relevance for multivariate models.
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Bound, J., Jaeger, D. A., & Baker, R. M. (1995) · Journal of the American Statistical Association · doi:10.2307/2291055 · Cited by 1,018
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Burgess, S., Thompson, S. G., & CRP CHD Genetics Collaboration (2011) · International Journal of Epidemiology · doi:10.1093/ije/dyr036 · Cited by 3,952
Reallocation, Firm Turnover, and Efficiency: Selection on Productivity or Profitability?
Foster, L., Haltiwanger, J., & Syverson, C. (2008) · American Economic Review · doi:10.1257/aer.98.1.394 · Cited by 1,861
Testing for Weak Instruments in Linear IV Regression
Stock, J., & Yogo, M. (2002) · doi:10.3386/t0284 · Cited by 1,842
ESG performance and firm value: The moderating role of disclosure
Fatemi, A., Glaum, M., & Kaiser, S. (2018) · Global Finance Journal · doi:10.1016/j.gfj.2017.03.001 · Cited by 1,611
Using multiple genetic variants as instrumental variables for modifiable risk factors
Palmer, T. M., Lawlor, D. A., Harbord, R. M., Sheehan, N. A., Tobias, J. H., Timpson, N. J., Smith, G. D., & Sterne, J. A. (2012) · Statistical Methods in Medical Research · doi:10.1177/0962280210394459 · Cited by 1,289
Metadata
- Authors
- Shea, J.
- Venue
- Review of Economics and Statistics
- Publisher
- MIT Press - Journals
- Published
- 1997-05
- Volume
- 79
- Issue
- 2
- Pages
- 348-352
- ISSN
- 0034-6535 (ISSN-L)
- 1530-9142
- OpenAlex
- W3122721387
- Cited by
- 824
- References
- 1
- FWCI
- 9.40
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
