Title



     mrmedianobs -- Weighted median of instrumental variable estimates



Syntax



        mrmedianobs depvar [varlist1] (varname_endog = varlist_ivs) [if] [in] [, options]



    options               Description
    ----------------------------------------------------------------------------------------------
      all                 report percentile and bias corrected confidence intervals
      level(#)            set confidence level; default is level(95)
      obsboot             obtain standard error by bootstrapping at observation level
      penweighted         penalized weighted estimator
      reps(#)             number of bootstrap replications to obtain standard error
      seed(#)             seed for random number generator for bootstrapping to obtain standard
                            error
      weighted            weighted estimator



Description



    mrmedianobs performs unweighted, weighted, and penalized IV estimator on observation level
    data (Bowden et al., 2016).



         depvar          outcome variable
         varlist1        covariates to adjust for
         varname_endog   exposure/treatment received/endogenous variable
         varlist_ivs     instrumental variables



Options



    all report percentile and bias corrected bootstrap confidence interval limits (only applies to
        observation level bootstrapping with obsboot).



    level(#); see [R] estimation options.



    obsboot obtain bootstrap standard error by bootstrapping at the observation level.



    reps(#) specifies the number of bootstrap replications for obtaining the standard error. The
        default is 50 replications.



    seed(#) specifies the initial value of the random-number seed.  The default is the current
        random-number seed. Specifying seed(#) is the same as typing set seed # before issuing the
        command; see set_seed.



    weighted use weights.



    penweighted use penalized weights.






Examples



    Simulated test dataset.



    Setup
        . use https://raw.github.com/remlapmot/mrrobust/master/mrmedianobs_testdata, clear



    Unweighted median estimator
        . mrmedianobs y (x = z1-z20)



    Weighted median estimator
        . mrmedianobs y (x = z1-z20), weighted



    Penalized weighted median estimator
        . mrmedianobs y (x = z1-z20), penweighted



    Unweighted median estimator with percentile CI limits of observation level bootstrapping
        . mrmedianobs y (x = z1-z20), obsboot all






Stored results



    mrmedian stores the following in e():



    Scalars        
      e(k)                number of instruments
      e(N)                number of observations
      e(reps)             number of (bootstrap) replications



    Macros         
      e(cmd)              mrmedianobs
      e(cmdline)          command as typed



    Matrices       
      e(b)                coefficient vector
      e(V)                variance-covariance matrix of the estimates



References



    Bowden J, Davey Smith G, Haycock PC, Burgess S.  Consistent estimation in Mendelian
        randomization with some invalid instruments using a weighted median estimator. Genetic
        Epidemiology, 2016, 40, 4, 304-314.  DOI



Author



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