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Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method,…

Artificial Intelligence · Computer Science 2023-12-12 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Thuc duy Le , Jixue Liu

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

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

Machine Learning · Computer Science 2026-05-14 Vahid Balazadeh , Hamidreza Kamkari , Medha Barath , Ricardo Silva , Rahul G. Krishnan

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…

Methodology · Statistics 2022-08-11 Xiaoran Liang , Eleanor Sanderson , Frank Windmeijer

Comparative effectiveness research often involves evaluating the differences in the risks of an event of interest between two or more treatments using observational data. Often, the post-treatment outcome of interest is whether the event…

Methodology · Statistics 2022-05-18 Youfei Yu , Min Zhang , Bhramar Mukherjee

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

Artificial Intelligence · Computer Science 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

Methodology · Statistics 2022-08-22 Shunichiro Orihara

This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is…

Statistics Theory · Mathematics 2024-10-02 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

Machine Learning · Computer Science 2024-12-09 Debo Cheng , Jiuyong Li , Lin Liu , Ziqi Xu , Weijia Zhang , Jixue Liu , Thuc Duy Le

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…

Econometrics · Economics 2023-09-06 Lorenzo Tedesco , Jad Beyhum , Ingrid Van Keilegom

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

Machine Learning · Statistics 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

Methodology · Statistics 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

Instrumental variable (IV) regression can be approached through its formulation in terms of conditional moment restrictions (CMR). Building on variants of the generalized method of moments, most CMR estimators are implicitly based on…

Machine Learning · Computer Science 2024-05-21 Heiner Kremer , Bernhard Schölkopf

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…

Methodology · Statistics 2019-07-04 Zach Branson , Luke Keele

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

Methodology · Statistics 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

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

A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…

Statistics Theory · Mathematics 2017-08-10 Zijian Guo , Hyunseung Kang , T. Tony Cai , Dylan S. Small