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Measurement Error Modelling with an Approximate Instrumental Variable

2007· article· en· W1774931984 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of the Royal Statistical Society Series B (Statistical Methodology) · 2007
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsInstrumental variableCovariateOutcome (game theory)Variable (mathematics)EconometricsInferenceVariablesErrors-in-variables modelsObservational errorStatisticsConditional independenceMathematicsComputer scienceMathematical economicsArtificial intelligence

Abstract

fetched live from OpenAlex

Summary Consider using regression modelling to relate an exposure (predictor) variable to a disease outcome (response) variable. If the exposure variable is measured with error, but this error is ignored in the analysis, then misleading inferences can result. This problem is well known and has spawned a large literature on methods which adjust for measurement error in predictor variables. One theme is that the requisite assumptions about the nature of the measurement error can be stronger than what is actually known in many practical situations. In particular, the assumptions that are required to yield a model which is formally identified from the observable data can be quite strong. The paper deals with one particular strategy for measurement error modelling, namely that of seeking an instrumental variable, i.e. a covariate S which is associated with exposure and conditionally independent of the outcome given exposure. If these two conditions hold exactly, then we call S an exact instrumental variable, and an identified model results. However, the second is not checkable empirically, since the actual exposure is unobserved. In practice then, investigators typically seek a covariate which is plausibly thought to satisfy it. We study inferences which acknowledge the approximate nature of this assumption. In particular, we consider Bayesian inference with a prior distribution that posits that S is probably close to conditionally independent of outcome given exposure. We refer to this as an approximate instrumental variable assumption. Although the approximate instrumental variable assumption is more realistic for most applications, concern arises that a non-identified model may result. Thus the paper contrasts inferences arising from the approximate instrumental variable assumption with their exact instrumental variable counterparts, with particular emphasis on the benefit of basing inferences on a more realistic model versus the cost of basing inferences on a non-identified model.

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.012
metaresearch head score (Gemma)0.008
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.037
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.008
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.211
GPT teacher head0.379
Teacher spread0.168 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it