LASSO-type instrumental variable selection methods with an application to Mendelian randomization
Bibliographic record
Abstract
Valid instrumental variables (IVs) must not directly impact the outcome variable and must also be uncorrelated with nonmeasured variables. However, in practice, IVs are likely to be invalid. The existing methods can lead to large bias relative to standard errors in situations with many weak and invalid instruments. In this paper, we derive a LASSO procedure for the k-class IV estimation methods in the linear IV model. In addition, we propose the jackknife IV method by using LASSO to address the problem of many weak invalid instruments in the case of heteroscedastic data. The proposed methods are robust for estimating causal effects in the presence of many invalid and valid instruments, with theoretical assurances of their execution. In addition, two-step numerical algorithms are developed for the estimation of causal effects. The performance of the proposed estimators is demonstrated via Monte Carlo simulations as well as an empirical application. We use Mendelian randomization as an application, wherein we estimate the causal effect of body mass index on the health-related quality of life index using single nucleotide polymorphisms as instruments for body mass index.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.022 | 0.054 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.002 |
| Bibliometrics | 0.002 | 0.003 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.001 |
| Open science | 0.003 | 0.003 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.004 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".