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Correcting the standard errors of two-stage residual inclusion estimators for Mendelian randomization studies

journal contribution
posted on 28.10.2016, 15:00 by Tom M. Palmer, Michael V. Holmes, Brendan J. Keating, Nuala A. Sheehan
Mendelian randomization studies use genotypes as instrumental variables to test for and estimate the causal effects of modifiable risk factors on outcomes. Two-stage residual inclusion (TSRI) estimators have been used when researchers are willing to make parametric assumptions. However, researchers are currently reporting uncorrected or heteroskedasticity robust standard errors (SEs) for these estimates. We compare several different forms of the SE for linear and logistic TSRI estimates in simulations and in real data examples. Amongst others we consider SEs modified from the approach of Newey (1987), Terza (2016), and bootstrapping. In our simulations Newey, Terza, bootstrap, and corrected two-stage least squares (in the linear case) standard errors gave the best results in terms of coverage and type I error. In the real data examples the Newey SEs were 0.5% and 2% larger than the unadjusted standard errors for the linear and logistic TSRI estimators respectively. We show that TSRI estimators with modified SEs have correct type I error under the null. Researchers should report TSRI estimates with modified SEs instead of reporting unadjusted or heteroskedasticity robust SEs.

History

Citation

American Journal of Epidemiology, 2017, kwx175

Author affiliation

/Organisation/COLLEGE OF MEDICINE, BIOLOGICAL SCIENCES AND PSYCHOLOGY/School of Medicine/Department of Health Sciences

Version

AM (Accepted Manuscript)

Published in

American Journal of Epidemiology

Publisher

Oxford University Press (OUP) for Johns Hopkins University, Bloomberg School of Public Health

issn

0002-9262

eissn

1476-6256

Acceptance date

26/07/2016

Copyright date

2016

Available date

01/06/2018

Publisher version

https://academic.oup.com/aje/article/doi/10.1093/aje/kwx175/3860090/Correcting-the-standard-errors-of-two-stage

Notes

Following the 12 month embargo period the above license applies.

Language

en

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