Dear all, The next seminar in our series of statistics talks for people interested in quantitative methods in biology and medicine will take place on Thursday 12 November 2015 at 11h00, in the Salle Delachaux (Biopôle 2, first floor, Route de la Corniche 10, Lausanne, M2: Vennes). The speaker will be Prof. Frank Windmeijer (University of Bristol, UK) who will speak about "Selecting (In)Valid Instruments for Instrumental Variables Estimation". Abstract: Instrumental variables estimation is a procedure for the identification and estimation of causal effects of exposures on outcomes. In Mendelian randomization studies, genetic markers are used as instruments. However, instruments may be invalid when they have a direct effect on the outcome or are associated with the unobserved confounders. We investigate the behaviour of the Lasso for identifying invalid instruments in linear models, as proposed recently by Kang, Zhang, Cai and Small (2015, Journal of the American Statistical Association, in press), where invalid instruments are such that they enter the model as explanatory variables. We show that for this setup, the Lasso may not select all invalid instruments in large samples if they are relatively strong. Consistent selection also depends on the correlation structure of the instruments. We propose an initial estimator that is consistent when less than 50% of the instruments are invalid, but its consistency does not depend on the relative strength of the instruments or their correlation structure. This estimator can therefore be used for adaptive Lasso estimation. We develop an alternative selection method based on Hansen's J-test of overidentifying restrictions, but limiting the number of models to be evaluated. This latter selection procedure is consistent under weaker conditions on the number of invalid instruments and is aligned with the general identification result for this particular model. We apply the methods to estimate the effect of BMI on educational attainment using 95 SNPs as potential instruments. Hope to see you there! Valentin (for the organizers: Jérôme Goudet, Valentin Rousson, Frédéric Schütz) CHUV centre hospitalier universitaire vaudois Valentin Rousson - Division biostatistique et méthodes quantitatives IUMSP - Institut universitaire de médecine sociale et préventive BIO 2/2ème/103 Rte de la Corniche 10, CH - 1010 Lausanne +41 (0)21 314 7328 valentin.rousson@chuv.ch www.iumsp.chhttp://www.iumsp.ch/