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Evaluating short-term drug effects using a physician-specific prescribing preference as an instrumental variable. Instrumental variable methods have been proposed as a potential approach to control confounding by indication in nonexperimental studies of treatment effects; however, good instruments are hard to find. We propose an instrument for use in pharmacoepidemiology that is based on a time-varying estimate of the prescribing physician's preference for one drug relative to a competing therapy. The instrumental variable method that we have proposed appears to have substantially reduced the bias due to unobserved confounding. www.galenicom.com /medline/article/16617275/jo:1044-3983   (354 words)

The Urban Institute | Toolkit | Data Methods | Instrumental Variables Methods   (Site not responding. Last check: 2007-11-05) Instrumental Variables (IV) methods are quasi-experimental methods used to estimate impacts of a treatment or policy variable when an experimental design is not feasible. IV models are often conceptualized as two separate equations: one specifies the relationship between the key independent variable and the outcome, the second specifies the relationship between the instrumental variables and the outcome. where Y is the outcome; K is the key independent variable measuring the policy; IV is the instrumental variable; X1 is a vector of other control variables; B1, B2, B3, and B4 are parameters to be estimated; and e1 and e2 are error terms. www.urban.org /toolkit/data-methods/instrumental.cfm   (634 words)

SEM: Instrumental Variables (David A. Kenny) Spuriousness (Third Variable Causation): A variable causes both the endogenous variable and one its causal variables and that variable is not included in the model. Denote Y as the endogenous variable, U as its disturbance, I as an instrumental variable, and Z as the set of variables that cause Y but not needing an instrumental variable. For this example, variable Q serves as an instrumental variable for Y in the Z equation, and X serves as an instrumental variable for Z in the Y equation. davidakenny.net /cm/iv.htm   (446 words)

INST Instrumental variable estimation can also be done using the AR1 procedure (for models with first order serial correlation) and the LSQ procedure (for nonlinear and multi-equation models). These estimates of the variance are consistent even when the disturbances are not homoskedastic (although they must be independent), and when their variances are correlated with the independent variables in the model. The data and the instruments are multiplied by the square roots of the weighting series before the regression is computed, so that the weighting series should be proportional to the inverses of the variances of the disturbances. www.tspintl.com /products/tsphelp/inst.htm   (1436 words)

Estimation Methods Instrumental variable methods involve substituting a predicted variable for the endogenous variable Y when it appears as a regressor. The predicted variables are linear functions of the instrumental variables and the endogenous variable. For consistent estimates, the instruments must be uncorrelated with the residual and correlated with the endogenous variable. www.uni.edu /sasdoc/ets/chap19/sect32.htm   (1143 words)

BioMed Central | Full text | Analysis with respect to instrumental variables for the exploration of microarray data ... An illustrative example of analysis with instrumental variables is given in the case of microarray data investigating the effect of beverage intake on peripheral blood gene expression. Only 5% of the variability is explained by the temporal variation ("time"), and one may simply note that the first BGA discriminant axis tends to describe a circadian variation ("12 h"-ellipsoid is slightly shifted out compared to the other time points). Correspondence analysis with respect to instrumental variables is particularly appropriate for microarray data because CA better stresses sample-genes relationships [2,21], which eases the interpretation. www.biomedcentral.com /1471-2105/7/422   (3743 words)

Analytic Method as Important as Quality Data - CME Teaching Brief® - MedPage Today But while instrument variable analyses are effective tools for answering policy questions such as how resources can best be deployed, they are not helpful for clinicians who are looking for information to help them make specific clinical decisions, she said. And with instrumental variable analysis, the RR was 0.84; 95% CI, 0.79-0.90. Instrumental variable analysis requires the selection of an instrumental variable that is "related to the decision to have the treatment, but not related to the outcome of the study," said Ralph B. D'Agostino, Jr., Ph.D. and Ralph B. D'Agostino, Sr., Ph.D., in an accompanying editorial. www.medpagetoday.com /Cardiology/AcuteCoronarySyndrome/tb1/4868   (779 words)

How to do photometry Furthermore, detailed studies of the time variations in brightness of certain variable stars has lead astronomers to extend our distance measurments to the farthest reaches of the universe, letting us measure the extent of the observable universe, and the age of the universe. Subtract the average comparison star instrumental magnitude, determined in step 2, from the variable star's instrumental magnitude, the result is the differential magnitude for the variable star for that image. However, in practice the instrumental magnitude value is dependent upon the details of the green and red box sizes and separation, or the size and width of the red annulus. www.phys.vt.edu /~jhs/SIP/photometry.html   (1703 words)

FAQ: Instrumental variables for recursive systems with correlated disturbances Normally, we fit models requiring instrumental variables with ivreg, but sometimes we may want to perform the two-step computations for the instrumental variable estimator instead of using ivreg. In order to obtain the adjusted standard errors, we must compute the residuals from the second-stage equation using the parameter estimates obtained with regress but substituting the instrumented variable (the predicted values of the endogenous variable) for the original values of that variable. The instruments reported at the bottom of the output correspond to the two exogenous variables in the system. www.stata.com /support/faqs/stat/ivr_faq.html   (777 words)

IRRA Proceedings 2002/Human Resources and International Sections The key independent variable is unionization, measured as the percentage of nonmanagement and nonsupervisory employees covered by a union contract. Industry is measured as a dummy variable for 20 broad industry categories (such as "health services" and "food/tobacco"), and multiestablishment status is a dummy variable for whether the establishment is part of a multiestablishment company. To eliminate biases from unobserved heterogeneity, the instrumental variable regression uses variation in unionization caused by variation in firm age to identify the causal effect of unionization on manager pay. www.press.uillinois.edu /journals/irra/proceedings2002/iii-fister.html   (2139 words)

Christian Hansen’s Research Page Below are links to MATLAB and Ox code for performing IVQR estimation and inference as developed in “Instrumental Quantile Regression Inference for Structural and Treatment Effect Models” (with Victor Chernozhukov) and “Instrumental Variable Quantile Regression” (with Victor Chernozhukov). Instrumental Variables Regression with Flexible Distributions” (with James McDonald and Whitney Newey) A Dirichlet process prior is used for the joint distribution of structural and instrumental variable equations errors. faculty.chicagogsb.edu /christian.hansen/research/index.htm   (2135 words)

IX. Stochastic Profit Frontier Estimation for Broiler The last variable is included to capture effects of farm's pollution abatement cost on her profit. Since, however, the variable is most likely to be an endogenous one, we needed an instrumental variable for that task. Since the dependent variable is logged, the effect of these adjustments was close - although not equivalent - to adding a positive value to the constant term of the regression. www.fao.org /WAIRDOCS/LEAD/X6170E/x6170e3x.htm   (2545 words)

Shrinkage methods for instrumental variable estimation Even though using a large number of instruments reduces the asymptotic variances of the estimators, it has been observed both in theoretical works and in practice that in finite samples the estimators may behave very poorly if the number of instruments is large. An instrumental variable estimator is the solution to an equation which is a weighted sum of sample moment conditions; We reconstruct the estimating equation by shrinking some elements of that weighting vector. This idea can also be interpreted as shrinking some of the OLS coefficient estimates from the regression of the endogenous variables on the instruments then using the predicted values of the endogenous variables based on the shrunk coefficient estimates as the instruments. ideas.repec.org /p/ecm/feam04/678.html   (371 words)

Stata help for ivreg   (Site not responding. Last check: 2007-11-05) ivreg fits a linear regression model using instrumental variables (or two-stage least squares) of depvar on varlist1 and varlist2, using varlist_iv (along with varlist1) as instruments for varlist2. In the language of two-stage least squares, varlist1 and varlist_iv are the exogenous variables, and varlist2 are the endogenous variables. depname(varname) is used only in programs and ado-files that employ ivreg to fit models other than instrumental variable regression. www.stata.com /help.cgi?ivreg   (619 words)

Instrumental variable estimation for duration data...   (Site not responding. Last check: 2007-11-05) The only requirement is that participation in the program is affected by a variable that is not correlated with the baseline duration. We develop an Instrumental Variable estimation procedure for the Generalized Accelerated Failure Time (GAFT) model. The GAFT model is a duration data model that encompasses two competing approaches to such data; the (Mixed) Proportional Hazard (MPH) model and the Accelerated Failure Time (AFT) model. www.socionet.ru /publication.xml?h=repec:dgr:eureir:2002291   (236 words)

Working paper Both of these approaches require an instrumental variable that shifts the probability of catheterization, but that does not alter mortality risks. We propose and justify using indicators of weekday admission as an instrumental variable in this context. We find that, while the traditional instrumental variable bounds are almost entirely uninformative in our application, the Shaikh and Vytlacil (2004) bounds often produce a clear answer - catheterization reduces mortality at 7 days, and increases it at 30 days and after. www.eerc.ru /details/WorkingPaper.aspx?handle=RePEc:nbr:nberwo:11263&lang=rus   (213 words)

Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory focus on the ability of the instrument set to predict a single endogenous regressor, even if there is more than one endogenous regressor in the equation of interest. We propose new measures of instrument relevance in the presence of multiple endogenous regressors, taking both univariate and multivariate perspectives, and develop the accompanying exact finite sample distribution theory in each case. These explorations highlight the close connection between notions of instrument relevance, identification and specification testing in simultaneous equations models. ideas.repec.org /p/mlb/wpaper/862.html   (716 words)

Re: RE: st: Instrumental Variable Method and Probit The extent of my involvement in -qvf- was my private email to Scott of some time back, and I can't speak for the intent of the authors of -qvf-, but here is what I do know about applying IV estimation to such problems. What this means is: 1a) the coefficients are not generally interpretable, being mixed with an unestimated quantity; however, 1b) the coefficients can be tested for significance against the null hypothesis that they are 0; put simply this test is not affected by scaling. This is consistent with the results for linear regression models with endogenous variables. www.stata.com /statalist/archive/2005-01/msg00464.html   (411 words)

SSRN-The Gini Instrumental Variable, or 'The Double IV Estimator' by Edna Schechtman, Shlomo Yitzhaki SSRN-The Gini Instrumental Variable, or 'The Double IV Estimator' by Edna Schechtman, Shlomo Yitzhaki The instrumental variable estimators, under both approaches, can also be viewed as weighted sums of the same slopes, with the weights being derived from the Absolute Concentration Curve of the instrument with respect to the independent variable. This interpretation enables the derivation of sufficient conditions for monotonic transformations to change the sign of the instrumental variables' estimators. papers.ssrn.com /sol3/papers.cfm?abstract_id=697821   (295 words)

JOS Online: Abstract This article describes a simple scenario where defining an instrumental variable is helpful for computing calibration weights (i.e., weights that satisfy the specified calibration equation yet are asymptotically identical to the inverse selection probabilities). The implicit model is simple regression with an intercept. The choice of instrumental variable can reduce the possibility that any calibration weight will be less than one. www.jos.nu /Articles/abstract.asp?article=193265   (71 words)

An introduction to instrumental variables for epidemiologists -- Greenland 29 (4): 722 -- International Journal of ... Pearl J. On the testability of causal models with latent and instrumental variables. Amemiya Y. Two-stage instrumental variable estimators for the nonlinear errors in variables model. Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak. ije.oxfordjournals.org /cgi/content/full/29/4/722   (4829 words)

Instrumental Variable Estimation for Duration Data: A reappraisal of the Illinois Reemployment Bonus Experiment ...   (Site not responding. Last check: 2007-11-05) Instrumental Variable Estimation for Duration Data: A reappraisal of the Illinois Reemployment Bonus Experiment (SMEALSearch) - Pal,Rangaswamy,Giles,Debnath Instrumental Variable Estimation for Duration Data: A reappraisal of the Illinois Reemployment Bonus Experiment 0.3: MONOTONE INSTRUMENTAL VARIABLES: with an Application to.. smealsearch2.psu.edu /7530.html   (302 words)

instrumental conditioning - Books, journals, articles @ The Questia Online Library Skinner devoted his life to the study of instrumental conditioning--later called Skinnerian conditioning--advancing research methodology by raising the standards for what was considered acceptable... Sweeney says Hore was instrumental in achieving a major cultural shift...to knuckle down on the fitness and conditioning side. ...well as helping them prepare for birth, keeping active was instrumental in helping them return to their pre-pregnancy weight in weeks...and depression. www.questia.com /search/instrumental-conditioning   (1268 words)

Optimal Timing of Intervention in Non-ST-Segment Elevation Acute Coronary Syndromes: Insights From the CRUSADE (Can ...   (Site not responding. Last check: 2007-11-05) There were no subgroups for which weekend presentation was associated with higher in-hospital mortality (unadjusted or risk adjusted), and there was no evidence for a statistically significant interaction between the various subgroups, timing of presentation, and mortality. mortality from the instrumental variable analysis is summarized Greenland S. An introduction to instrumental variables for epidemiologists. circ.ahajournals.org /cgi/content/full/112/20/3049   (4275 words)

EconPapers: Another Look at the Instrumental Variable Estimation of Error-Components Models We characterise the valid transformations for relevant models and show that optimal estimators are invariant to the transformation used to remove individual effects. We present an alternative transformation for models with predetermined instruments which preserves the orthogonality among the errors. Finally, we consider models with predetermined variables that have constant correlation with the effects and illustrate their importance with simulations. econpapers.repec.org /paper/cepcepdps/07.htm   (237 words)

U.S. Centers for Disease Control & Prevention - Instrumental variable method... U.S. Centers for Disease Control & Prevention - Instrumental variable method... The instrumental variable method is useful for the study of the self-selection mechanism. Importance of Generally Recognized As Safe standards to nutraceutical industry is outlined www.newsrx.com /newsletters/Medicine-and-Law-Weekly/2006-06-02/06012006333950MLW.html   (146 words)

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