Related papers: On falsification of the binary instrumental variab…
Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…
Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…
We provide a Copula-based approach to test the exogeneity of instrumental variables in linear regression models. We show that the exogeneity of instrumental variables is equivalent to the exogeneity of their standard normal transformations…
Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…
Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…
This paper uses model symmetries in the instrumental variable (IV) regression to derive an invariant test for the causal structural parameter. Contrary to popular belief, we show that there exist model symmetries when equation errors are…
We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…
Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…
Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…
The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…
Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…
This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the…
Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by…
This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the identified sets for the treatment parameters of interest in the…
Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heterogeneous causal effect models when the instruments are…
Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. In this paper, we propose that adoption of an instrumental variable approach for randomized trials…
The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…