AI 中文总结
该研究针对工具变量估计中部分工具变量违反排除限制的问题，提出TEAM-IV方法，通过识别有效工具变量集并聚合，在模拟和实证研究中均表现出比现有方法更低的估计误差。
AI 中文摘要
当部分工具变量通过对结局的直接效应违反排除限制时，工具变量（IV）分析的结果会受到破坏。现有的稳健IV方法包括sisVIVE和CIIV，依赖于多数或多数有效性条件。我们提出TEAM-IV，该方法通过识别共同看起来有效的工具变量集并对其进行聚合，以实现联合有效性，即使只有少量候选工具变量有效（可能少至两个），也能进行可靠估计。TEAM-IV在重叠工具变量子集上，对投影暴露拟合结局的MCP惩罚模型。那些估计的直接效应经常同时被收缩为零（表明有效性状态一致）的工具变量构成候选“团队”（工具变量集）。团队根据其样本外预测性能进行排名；将接近最优的团队合并，并用作IV估计的工具变量集。在改变无效直接效应的数量、幅度和符号、工具变量相关性以及暴露内生性的模拟中，TEAM-IV通常比sisVIVE和CIIV实现更低的绝对估计误差。当无效工具变量普遍存在时，相对增益最大。TEAM-IV在使用多民族动脉粥样硬化研究（MESA）的经验孟德尔随机化应用中得到验证，该研究关注低密度脂蛋白（LDL）胆固醇对颈动脉内膜-中层厚度的影响。另外两项以MESA为基础的验证研究表明，在具有挑战性的无效工具变量配置下，TEAM-IV与sisVIVE存在差异。
英文摘要
Instrumental-variable (IV) analyses can be undermined when some instruments violate the exclusion restriction through direct effects on the outcome. Existing robust IV methods, including sisVIVE and CIIV, rely on majority- or plurality-validity conditions. We propose TEAM-IV, which targets joint validity by identifying sets of instruments that appear valid together and aggregating them, allowing reliable estimation even when only a small number of candidate instruments are valid (potentially as few as two). TEAM-IV fits MCP-penalized models of the outcome on projected exposure over overlapping instrument subsets. Instruments whose estimated direct effects are frequently shrunk to zero together (suggesting concordant validity status) form candidate ``teams'' (instrument sets). Teams are ranked by their out-of-sample predictive performance; near-best teams are unioned and used as the instrument set for the IV estimate. Across simulations varying the number, magnitude, and signs of invalid direct effects, instrument correlation, and exposure endogeneity, TEAM-IV generally attains lower absolute estimation error than sisVIVE and CIIV. Relative gains are largest when invalid instruments are prevalent. TEAM-IV is demonstrated in an empirical Mendelian randomization application using the Multi-Ethnic Study of Atherosclerosis (MESA) concerning the effect of LDL cholesterol on carotid intima--media thickness. Two additional MESA-anchored validation studies demonstrate differences between TEAM-IV and sisVIVE under challenging invalid-instrument configurations.
Comments26 pages + appendices
