Related papers: Evaluating A Key Instrumental Variable Assumption …
Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…
We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…
A common practice in IV studies is to check for instrument strength, i.e. its association to the treatment, with an F-test from regression. If the F-statistic is above some threshold, usually 10, the instrument is deemed to satisfy one of…
Mendelian randomization (MR) is a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome by using genetic instruments. These instruments are often selected from a combination of prior knowledge from…
Practitioners are interested in not only the average causal effect of the treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many…
Rerandomization is a modern experimental design technique that repeatedly randomizes treatment assignments until covariates are deemed balanced between treatment groups. This enhances the precision and coherence of causal effect estimators,…
Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…
The gold standard for identifying causal relationships is a randomized controlled experiment. In many applications in the social sciences and medicine, the researcher does not control the assignment mechanism and instead may rely upon…
Causal analyses for observational studies are often complicated by covariate imbalances among treatment groups, and matching methodologies alleviate this complication by finding subsets of treatment groups that exhibit covariate balance. It…
Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…
Instrumental variables are widely used for estimating causal effects in the presence of unmeasured confounding. The discrete instrumental variable model has testable implications on the law of the observed data. However, current assessments…
In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…
Extending (generalizing or transporting) causal inferences from a randomized trial to a target population requires ``generalizability'' or ``transportability'' assumptions, which state that randomized and non-randomized individuals are…
This paper uses model symmetries in the instrumental variable (IV) regression to derive an invariant test for the causal structural parameter. Contrary to popular belief, we show that there exist model symmetries when equation errors are…
This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow…
In this paper, we propose a simple method for testing identifying assumptions in parametric separable models, namely treatment exogeneity, instrument validity, and/or homoskedasticity. We show that the testable implications can be written…
Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially…
Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…
The primary goal of randomized trials is to compare the effects of different interventions on some outcome of interest. In addition to the treatment assignment and outcome, data on baseline covariates, such as demographic characteristics or…
Completely randomized experiments have been the gold standard for drawing causal inference because they can balance all potential confounding on average. However, they may suffer from unbalanced covariates for realized treatment…