Description
Robust Instrumental Variable Methods in Linear Models.
Description
Inference for the treatment effect with possibly invalid instrumental variables via TSHT('Guo et al.' (2016) <arXiv:1603.05224>) and SearchingSampling('Guo' (2021) <arXiv:2104.06911>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2016) <arXiv:1609.06713>).