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Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…

Econometrics · Economics 2022-02-01 Bora Kim

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

Methodology · Statistics 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

We consider a model identification problem in which an outcome variable contains nonignorable missing values. Statistical inference requires a guarantee of the model identifiability to obtain estimators enjoying theoretically reasonable…

Methodology · Statistics 2023-07-06 Kenji Beppu , Kosuke Morikawa

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.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Instrumental variable (IV) methods play a central role in causal inference, particularly in settings where treatment assignment is confounded by unobserved variables. IV methods have been extensively developed in recent years and applied…

Instrumental variable (IV) methods rely critically on the exclusion restriction, which is untestable in exactly-identified models under standard assumptions. We propose a framework combining IV analysis with the LiNGAM method to test this…

Econometrics · Economics 2026-03-17 Fernando Delbianco

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

Methodology · Statistics 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

Machine Learning · Computer Science 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

Methodology · Statistics 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

Causal inference methods are gaining increasing prominence in pharmaceutical drug development in light of the recently published addendum on estimands and sensitivity analysis in clinical trials to the E9 guideline of the International…

Methodology · Statistics 2021-04-30 Jack Bowden , Bjoern Bornkamp , Ekkehard Glimm , Frank Bretz

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

Methodology · Statistics 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

The linear instrumental variable (IV) model is widely used in observational studies, yet its validity hinges on strong assumptions. Classical specification tests such as the Sargan-Hansen J test are limited to overidentified settings and…

Methodology · Statistics 2026-04-21 Cyrill Scheidegger , Malte Londschien , Peter Bühlmann

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 :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

Machine Learning · Computer Science 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

In pharmacoepidemiology research, instrumental variables (IVs) are variables that strongly predict treatment but have no causal effect on the outcome of interest except through the treatment. There remain concerns about the inclusion of IVs…

Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual…

Machine Learning · Computer Science 2022-01-14 Junkun Yuan , Anpeng Wu , Kun Kuang , Bo Li , Runze Wu , Fei Wu , Lanfen Lin
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