Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/38277
Title: Correcting the standard errors of two-stage residual inclusion estimators for Mendelian randomization studies
Authors: Palmer, Tom M.
Holmes, Michael V.
Keating, Brendan J.
Sheehan, Nuala A.
First Published: 1-Jun-2017
Publisher: Oxford University Press (OUP) for Johns Hopkins University, Bloomberg School of Public Health
Citation: American Journal of Epidemiology, 2017, kwx175
Abstract: 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.
DOI Link: 10.1093/aje/kwx175
ISSN: 0002-9262
eISSN: 1476-6256
Links: https://academic.oup.com/aje/article/doi/10.1093/aje/kwx175/3860090/Correcting-the-standard-errors-of-two-stage
http://hdl.handle.net/2381/38277
Embargo on file until: 1-Jun-2018
Version: Post-print
Status: Peer-reviewed
Type: Journal Article
Rights: Copyright © Oxford University Press, 2016. This version of the article is distributed under the terms of the Creative Commons Attribution-Non Commercial-No Derivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/ ), which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.
Description: Following the 12 month embargo period the above license applies.
Appears in Collections:Published Articles, Dept. of Health Sciences

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