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bioRxiv · 10.1101/2021.04.18.440376

GIVE Statistic for Goodness of Fit in Instrumental Variables Models with Application to COVID Data

Dhar, S. S.·Shalabh,
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Abstract

Since COVID-19 outbreak, scientists have been interested to know whether there is any impact of the Bacillus Calmette-Guerin (BCG) vaccine against COVID-19 mortality or not. It becomes more relevant as a large population in the world may have latent tuberculosis infection (LTBI), for which a person may not have active tuberculosis but persistent immune responses stimulated by Mycobacterium tuberculosis antigens, and that means, both LTBI and BCG generate immunity against COVID-19. In order to understand the relationship between LTBI and COVID-19 mortality, this article proposes a measure of goodness of fit, viz., Goodness of Instrumental Variable Estimates (GIVE) statistic, of a model obtained by Instrumental Variables estimation. The GIVE helps in finding the appropriate choice of instruments, which provides a better fitted model. In the course of study, the large sample properties of the GIVE statistic are investigated. As indicated before, the COVID-19 data is analysed using the GIVE statistic, and moreover, simulation studies are also conducted to show the usefulness of the GIVE statistic.

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Dhar, S. S., Shalabh,. 2021-04-21. GIVE Statistic for Goodness of Fit in Instrumental Variables Models with Application to COVID Data. https://doi.org/10.1101/2021.04.18.440376

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