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Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

Methodology · Statistics 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

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

In finite samples, the use of a slightly endogenous but highly relevant instrument can reduce mean-squared error (MSE). Building on this observation, I propose a novel moment selection procedure for GMM -- the Focused Moment Selection…

Methodology · Statistics 2026-02-24 Francis J. DiTraglia

Mendelian randomization (MR) is a statistical method exploiting genetic variants as instrumental variables to estimate the causal effect of modifiable risk factors on an outcome of interest. Despite wide uses of various popular two-sample…

Methodology · Statistics 2021-11-17 Anqi Wang , Zhonghua Liu

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Missing data occur frequently in empirical studies in health and social sciences, often compromising our ability to make accurate inferences. An outcome is said to be missing not at random (MNAR) if, conditional on the observed variables,…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Lan Liu , Wang Miao , Kathleen Wirth , James Robins , Eric Tchetgen Tchetgen

Instrumental variable methods allow for inference about the treatment effect by controlling for unmeasured confounding in randomized experiments with noncompliance. However, many studies do not consider the observed compliance behavior in…

Methodology · Statistics 2020-06-15 Kwonsang Lee , Bhaswar B. Bhattacharya , Jing Qin , Dylan S. Small

Mendelian randomization uses genetic variants as instrumental variables to make causal inferences about the effects of modifiable risk factors on diseases from observational data. One of the major challenges in Mendelian randomization is…

Methodology · Statistics 2024-10-29 Youpeng Su , Siqi Xu , Yilei Ma , Ping Yin , Wing Kam Fung , Hongwei Jiang , Peng Wang

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…

Methodology · Statistics 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

The recently developed rerandomized inverse variance weighted (RIVW) estimator provides a simple and efficient framework to break the winner's curse in two-sample Mendelian randomization (MR). However, this method has ignored the possible…

Methodology · Statistics 2026-03-09 Xin Liu , Ping Yin , Peng Wang

Selection bias affects Mendelian randomization investigations when selection into the study sample depends on a collider between the genetic variant and confounders of the risk factor-outcome association. However, the relative importance of…

Applications · Statistics 2018-03-13 Apostolos Gkatzionis , Stephen Burgess

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

Methodology · Statistics 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

Mendelian randomization is a powerful tool for causal inference in observational studies. The two-sample summary-data design, which estimates genetic associations with exposures and outcomes in separate cohorts, is the most widely used…

Methodology · Statistics 2026-04-29 Dingke Tang , Xuming He , Shu Yang

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

We propose a semiparametric framework for causal inference with right-censored survival outcomes and many weak invalid instruments, motivated by Mendelian randomization in biobank studies where classical methods may fail. We adopt an…

Methodology · Statistics 2025-10-06 Qiushi Bu , Wen Su , Xingqiu Zhao , Zhonghua Liu

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