Implementing Weak-Instrument Robust Tests for a General Class of Instrumental-Variables Models

Finlay, Keith; Magnusson, Leandro M.

doi:10.1177/1536867x0900900304

Cited by 201 publications

(118 citation statements)

References 19 publications

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“…The neurodevelopment rate function (second development measure) is estimated using two-stage least squares (2SLS) when treating smoking as endogenous. Given that the instrument F-statistics for smoking participation are less than 10 in the subsamples stratified by SES, we estimate 95% confidence bounds for the 2SLS smoking participation effects that are robust for weak instruments using the conditional Likelihood Ratio (CLR) statistic (Andrews, Moreira, and Stock 2006; Finaly and Magnusson 2009). Standard over-identification tests are employed in the IV probit and 2SLS models to evaluate if the instruments fit the over-identification restrictions.…”

Section: Methodsmentioning

confidence: 99%

The Impact of Maternal Smoking during Pregnancy on Early Child Neurodevelopment

Wehby

Prater

McCarthy

et al. 2011

Journal of Human Capital

104

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Early child neurodevelopment has major impacts on future human capital and health. However, not much is known about the impacts of prenatal risk factors on child neurodevelopment. This study evaluates the effects of maternal smoking during pregnancy on child neurodevelopment between 3 and 24 months of age and interactions with socioeconomic status (SES). Data from a unique sample of children from South America are employed. Smoking has large adverse effects on neurodevelopment, with larger effects in the low SES sample. The study results highlight the importance of early interventions beginning before and during pregnancy for enhancing child development and future human capital attainment.

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Section: Methodsmentioning

confidence: 99%

The Impact of Maternal Smoking during Pregnancy on Early Child Neurodevelopment

Wehby

Prater

McCarthy

et al. 2011

Journal of Human Capital

104

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“…In this case, weak-instrument robust confidence bounds are needed for accurate inference. Therefore, in addition to standard inference using the usual asymptotic standard errors, we estimate 95% confidence bounds that are robust for weak instruments using the conditional likelihood ratio (CLR) statistic, which has more statistical power than other tests (Finaly and Magnusson 2009; Andrews, Moreira, and Stock 2006). Furthermore, we also re-estimate the IV model using limited information maximum likelihood (LIML), which has been suggested to provide less biased estimates with weak-instruments compared to 2SLS (Stock, Wright, and Yogo 2002).…”

Section: Methodsmentioning

confidence: 99%

A Genetic Instrumental Variables Analysis of the Effects of Prenatal Smoking on Birth Weight: Evidence from Two Samples

Wehby

Fletcher

Lehrer

et al. 2011

Biodemography and Social Biology

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There is a large literature showing the detrimental effects of prenatal smoking on birth and childhood health outcomes. It is somewhat unclear, though, whether these effects are causal or reflect other characteristics and choices by mothers who choose to smoke that may also affect child health outcomes or biased reporting of smoking. In this paper, we use genetic markers that predict smoking behaviors as instruments in order to address the endogeneity of smoking choices in the production of birth and childhood health outcomes. Our results indicate that prenatal smoking produces more dramatic declines in birth weight than estimates that ignore the endogeneity of prenatal smoking, which is consistent with previous studies with non-genetic instruments. We use data from two distinct samples from Norway and the US with different measured instruments and find nearly identical results. The study provides a novel application that can be extended to study several behavioral impacts on health, social and economic outcomes.

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“…Both IVs were strongly associated with having an NP as a primary care provider (partial F test=83794.0, p<0.0001; partial F test= 3145.5, p<0.0001). Two different estimation methods, two stage residual inclusion (2SRI) and IV probit models (30–32) were employed for the IV analyses. The 2SRI model estimates the effect of care by NPs on potentially preventable hospitalization by estimating residuals of prediction of having NP care from the first stage logistic regression model adjusted for covariates.…”

Section: Methodsmentioning

confidence: 99%

Potentially Preventable Hospitalizations in Medicare Patients With Diabetes

et al. 2015

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Background Few comparisons exist of the quality of primary care provided by nurse practitioners (NPs) versus physicians. Methods Patients with a diagnosis of diabetes in 2007–2010 (n=345,819) who received all primary care from NPs or from generalist physicians in a given year were selected from a national sample of Medicare beneficiaries. We compared the rate of potentially preventable hospitalizations among patients who received primary care from NPs versus generalist physicians. Various statistical methods—including multivariable analysis, inverse probability weighting of propensity score, non-pooling propensity score adjustment and matching, and instrumental variable (IV) analysis— were used to control for differences in patient characteristics between the two groups. Results Patients who received all of their primary care from NPs or from physicians differed by age, gender, race/ethnicity, socioeconomic status, residential area and number of provider visits in the previous year. Non-pooling propensity matching substantially reduced the differences, but neither IV approach satisfactorily reduced the differences. In multivariable analyses, receipt of primary care from an NP was associated with a decreased risk of hospitalization for potentially preventable conditions (OR: 0.90, 95%CI=0.87–0.93). Similar results were found using conditional logistic regression models with propensity methods. We found smaller reductions in our analyses of “other hospitalizations” (OR: 0.96, 95%CI=0.95–0.98). Both IV analyses showed associations between NP care and lower potentially preventable hospitalizations, but only one result was statistically significant. Conclusion Using potentially preventable hospitalizations as a quality indicator, primary care provided by NPs was at least comparable to that provided by generalist physicians.

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Implementing Weak-Instrument Robust Tests for a General Class of Instrumental-Variables Models

Cited by 201 publications

References 19 publications

The Impact of Maternal Smoking during Pregnancy on Early Child Neurodevelopment

The Impact of Maternal Smoking during Pregnancy on Early Child Neurodevelopment

A Genetic Instrumental Variables Analysis of the Effects of Prenatal Smoking on Birth Weight: Evidence from Two Samples

Potentially Preventable Hospitalizations in Medicare Patients With Diabetes

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