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Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak
Abstract
John Bound, David A. Jaeger, Regina M. Baker, Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak, Journal of the American Statistical Association, Vol. 90, No. 430 (Jun., 1995), pp. 443-450
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“Reporting the F statistic, if individual level data are available, provides several advantages for understanding the risk of weak instrument bias.65”
From Strengthening the Reporting of Observational Studies in Epidemiology using Mendelian Randomisation (STROBE-MR): explanation and elaboration. (2021) · cites this paper as [65]
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Metadata
- Authors
- Bound, J., Jaeger, D. A., & Baker, R. M.
- Venue
- Journal of the American Statistical Association
- Publisher
- JSTOR
- Published
- 1995-06
- Volume
- 90
- Issue
- 430
- Pages
- 443
- ISSN
- 0162-1459 (ISSN-L)
- OpenAlex
- W4238040836
- Cited by
- 1,018
- References
- 0
- Citations by year
- 2026: 7 · 2025: 15 · 2024: 18 · 2023: 25 · 2022: 22 · 2021: 19 · 2020: 31 · 2019: 34 · 2018: 34 · 2017: 39 · 2016: 43 · 2015: 31 · 2014: 39 · 2013: 24 · 2012: 42
- FWCI
- 7.08
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of the American Statistical Association (publishedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
- Keywords
- instrumental variable estimation, weak instruments, endogeneity, estimation bias, finite sample properties
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