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Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

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

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

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

Machine Learning · Statistics 2015-11-10 Ricardo Silva , Shohei Shimizu

Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments' validity; a valid instrument must not have a…

Methodology · Statistics 2014-09-23 Hyunseung Kang , Anru Zhang , T. Tony Cai , Dylan S. Small

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…

Methodology · Statistics 2017-06-06 Sai Li

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

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

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 variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption,…

Machine Learning · Statistics 2021-11-05 Nikolai Miklin , Mariami Gachechiladze , George Moreno , Rafael Chaves

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…

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

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 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

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

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
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