Lack of identification in semiparametric instrumental variable models with binary outcomes.

ABSTRACT: A parameter in a statistical model is identified if its value can be uniquely determined from the distribution of the observable data. We consider the context of an instrumental variable analysis with a binary outcome for estimating a causal risk ratio. The semiparametric generalized method of moments and structural mean model frameworks use estimating equations for parameter estimation. In this paper, we demonstrate that lack of identification can occur in either of these frameworks, especially if the instrument is weak. In particular, the estimating equations may have no solution or multiple solutions. We investigate the relationship between the strength of the instrument and the proportion of simulated data sets for which there is a unique solution of the estimating equations. We see th

SUBMITTER: Burgess S 

PROVIDER: S-EPMC4070936 | biostudies-literature | 2014 Jul

REPOSITORIES: biostudies-literature