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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…

Econometrics · Economics 2021-02-17 Øyvind Hoveid

Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai

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…

Methodology · Statistics 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

We consider the challenging problem of estimating causal effects from purely observational data in the bi-directional Mendelian randomization (MR), where some invalid instruments, as well as unmeasured confounding, usually exist. To address…

Methodology · Statistics 2024-07-15 Feng Xie , Zhen Yao , Lin Xie , Yan Zeng , Zhi Geng

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

Methodology · Statistics 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

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…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

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…

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

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.…

Methodology · Statistics 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality…

Methodology · Statistics 2026-03-13 Xichen Guo , Zheng Li , Biwei Huang , Yan Zeng , Zhi Geng , Feng Xie

Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…

Methodology · Statistics 2018-12-05 Amit Sharma

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

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

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

Researchers are often challenged with assessing the impact of an intervention on an outcome of interest in situations where the intervention is non-randomised, the intervention is only applied to one or few units, the intervention is…