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We address the problem of causal effect estimation where hidden confounders are present, with a focus on two settings: instrumental variable regression with additional observed confounders, and proxy causal learning. Our approach uses a…

Machine Learning · Computer Science 2025-03-12 Haotian Sun , Antoine Moulin , Tongzheng Ren , Arthur Gretton , Bo Dai

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

Methodology · Statistics 2022-09-27 Andrew Ying

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 variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian…

Methodology · Statistics 2026-04-01 Di Zhang , Minhao Yao , Zhonghua Liu , Baoluo Sun

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

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…

Methodology · Statistics 2016-11-22 Linbo Wang , James M. Robins , Thomas S. Richardson

When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assisting in optimal selection. However, merely estimating…

Machine Learning · Statistics 2024-10-08 Sherly Alfonso-Sánchez , Kristina P. Sendova , Cristián Bravo

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

In Randomised Controlled Trials (RCT) with treatment non-compliance, instrumental variable approaches are used to estimate complier average causal effects. We extend these approaches to cost-effectiveness analyses, where methods need to…

Methodology · Statistics 2016-12-02 Karla DiazOrdaz , Angelo Franchini , Richard Grieve

Many identification results in instrumental variables (IV) models hold without requiring any restrictions on the distribution of potential outcomes, or how those outcomes are correlated with selection behavior. This enables IV models to…

Econometrics · Economics 2025-02-28 Leonard Goff

In observational studies, causal inference relies on several key identifying assumptions. One identifiability condition is the positivity assumption, which requires the probability of treatment be bounded away from 0 and 1. That is, for…

Methodology · Statistics 2022-02-21 Yaqian Zhu , Nandita Mitra , Jason Roy

In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly…

Machine Learning · Computer Science 2024-12-20 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Xiangwei Chen , Zexu Sun , Fei Wu , Kun Zhang

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the…

Methodology · Statistics 2023-05-15 Renzhong Zheng

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

Econometrics · Economics 2025-04-24 Luther Yap

One of the most common mistakes made when performing data analysis is attributing causal meaning to regression coefficients. Formally, a causal effect can only be computed if it is identifiable from a combination of observational data and…

Artificial Intelligence · Computer Science 2019-10-31 Daniel Kumor , Bryant Chen , Elias Bareinboim

This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is…

Statistics Theory · Mathematics 2024-10-02 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

In this paper I derive a set of testable implications for econometric models defined by three assumptions: (i) the existence of strictly exogenous discrete instruments, (ii) restrictions on how the instruments affect adoption of a finite…

Econometrics · Economics 2026-01-22 Ricardo E. Miranda
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