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Instrumental variable is an essential tool for addressing unmeasured confounding in observational studies. Two stage predictor substitution (2SPS) estimator and two stage residual inclusion(2SRI) are two commonly used approaches in applying…

Applications · Statistics 2018-07-20 Andrew Ying , Ronghui Xu , James Murphy

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

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

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 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…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

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…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

The standard Cox model in survival analysis assumes that the covariate effect is constant across the entire covariate domain. However, in many applications, there is interest in considering the possibility that the covariate of main…

Applications · Statistics 2018-08-28 Sarit Agami , David M. Zucker , Donna Spiegelman

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

Background: The hazard ratio of the Cox proportional hazards model is widely used in randomized controlled trials to assess treatment effects. However, two properties of the hazard ratio including the non-collapsibility and built-in…

Methodology · Statistics 2024-01-17 Helen Bian , Menglan Pang , Guanbo Wang , Zihang Lu

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

Econometrics · Economics 2025-06-18 Moses Stewart

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

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu
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