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Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Methodology · Statistics 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

Methodology · Statistics 2018-01-04 Torben Martinussen , Stijn Vansteelandt

A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable…

Machine Learning · Computer Science 2020-04-14 Zhaobin Kuang , Frederic Sala , Nimit Sohoni , Sen Wu , Aldo Córdova-Palomera , Jared Dunnmon , James Priest , Christopher Ré

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments' validity; a valid instrument must not have a…

Methodology · Statistics 2014-09-23 Hyunseung Kang , Anru Zhang , T. Tony Cai , Dylan S. Small

Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects…

Econometrics · Economics 2025-09-17 Didier Nibbering , Matthijs Oosterveen

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt
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