Related papers: Two-sample instrumental variable analyses using he…
Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider…
Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…
Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…
The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…
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…
Unlike other techniques of causality inference, the use of valid instrumental variables can deal with unobserved sources of both variable errors, variable omissions, and sampling bias, and still arrive at consistent estimates of average…
Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…
Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…
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.…
Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption,…
We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…
Background: Instrumental variables (IVs) can be used to provide evidence as to whether a treatment X has a causal effect on an outcome Y. Even if the instrument Z satisfies the three core IV assumptions of relevance, independence and the…
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2SLS) estimand is a weighted average of different LATEs. What…
We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…
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…
We study the problem of nonparametric instrumental variable regression with observed covariates, which we refer to as NPIV-O. Compared with standard nonparametric instrumental variable regression (NPIV), the additional observed covariates…
Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this…
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…
Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear.…
In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…