This paper studies the identification and estimation of optimal linear approximation a structural regression function. The parameter in is called Optimal Linear Instrumental Variables Approximation (OLIVA). shows that necessary condition for standard inference on OLIVA also sufficient existence an IV estimand model. instrument unknown may not be identified. A Two-Step (TSIV) estimator based Tik...

BACKGROUND Obesity has been shown to be associated with depression and it has been suggested that higher body mass index (BMI) increases the risk of depression and other common mental disorders. However, the causal relationship remains unclear and Mendelian randomisation, a form of instrumental variable analysis, has recently been employed to attempt to resolve this issue. AIMS To investigate...