Related papers: Instrument Validity for Heterogeneous Causal Effec…
We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…
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…
An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of…
This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…
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…
Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
We develop randomization-based tests for heterogeneous treatment effects in the presence of network interference. Leveraging the exposure mapping framework, we study a broad class of null hypotheses that represent various forms of constant…
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…
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…
Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…
A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…
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,…
This paper reviews and compares methods to assess treatment effect heterogeneity in the context of parametric regression models. These methods include the standard likelihood ratio tests, bootstrap likelihood ratio tests, and Goeman's…
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…
In causal analysis, understanding the causal mechanisms through which an intervention or treatment affects an outcome is often of central interest. We propose a test to evaluate (i) whether the causal effect of a treatment that is randomly…
When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…
Heterogeneous effect estimation plays a crucial role in causal inference, with applications across medicine and social science. Many methods for estimating conditional average treatment effects (CATEs) have been proposed in recent years,…
Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…