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Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…

Methodology · Statistics 2026-05-28 Tom Hochsprung , Nils Sturma , Jakob Runge , Mathias Drton , Andreas Gerhardus

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

Methodology · Statistics 2024-10-21 Niklas Pfister , Jonas Peters

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

Methodology · Statistics 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

We developed a novel approach to identification and model testing in linear structural equation models (SEMs) based on auxiliary variables (AVs), which generalizes a widely-used family of methods known as instrumental variables. The…

Methodology · Statistics 2019-10-09 Bryant Chen , Daniel Kumor , Elias Bareinboim

We consider the efficient estimation of total causal effects in the presence of unmeasured confounding using conditional instrumental sets. Specifically, we consider the two-stage least squares estimator in the setting of a linear…

Statistics Theory · Mathematics 2023-11-07 Leonard Henckel , Martin Buttenschön , Marloes H. Maathuis

Dynamic structural causal models (SCMs) are a powerful framework for reasoning in dynamic systems about direct effects which measure how a change in one variable affects another variable while holding all other variables constant. The…

Artificial Intelligence · Computer Science 2024-02-16 Simon Ferreira , Charles K. Assaad

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

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

Determining identifiability of causal effects from observational data under latent confounding is a central challenge in causal inference. For linear structural causal models, identifiability of causal effects is decidable through symbolic…

Machine Learning · Statistics 2026-04-23 Benjamin Hollering , Pratik Misra , Nils Sturma

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

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…

Structural causal models (SCMs) are widely used in various disciplines to represent causal relationships among variables in complex systems. Unfortunately, the underlying causal structure is often unknown, and estimating it from data…

Machine Learning · Computer Science 2024-01-17 Tianyu Chen , Kevin Bello , Bryon Aragam , Pradeep Ravikumar

Learning the unknown causal parameters of a linear structural causal model is a fundamental task in causal analysis. The task, known as the problem of identification, asks to estimate the parameters of the model from a combination of…

Artificial Intelligence · Computer Science 2024-07-18 Julian Dörfler , Benito van der Zander , Markus Bläser , Maciej Liskiewicz

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

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo
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