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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…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

Undertaking causal inference with observational data is incredibly useful across a wide range of tasks including the development of medical treatments, advertisements and marketing, and policy making. There are two significant challenges…

Machine Learning · Statistics 2022-01-19 Matthew James Vowels , Necati Cihan Camgoz , Richard Bowden

This paper provides a unified framework for bounding policy relevant treatment effects using instrumental variables. In this framework, the treatment selection may depend on multidimensional unobserved heterogeneity. We derive bilinear…

Econometrics · Economics 2025-05-09 Takuya Ura , Lina Zhang

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

Methodology · Statistics 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…

Econometrics · Economics 2025-09-18 Myungkou Shin

This study investigates the problem of individualizing treatment allocations using stated preferences for treatments. If individuals know in advance how the assignment will be individualized based on their stated preferences, they may state…

Econometrics · Economics 2023-11-16 Daido Kido

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

Econometrics · Economics 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

Methodology · Statistics 2025-08-13 Eric J Tchetgen Tchetgen

Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary…

Econometrics · Economics 2026-04-10 Paul Diegert , Matthew A. Masten , Alexandre Poirier

Individualized treatment rules (ITRs) tailor treatments according to individual patient characteristics. They can significantly improve patient care and are thus becoming increasingly popular. The data collected during randomized clinical…

Methodology · Statistics 2015-06-30 Stanislav Minsker , Ying-Qi Zhao , Guang Cheng

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

Econometrics · Economics 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

Methodology · Statistics 2019-02-20 Jason Abrevaya , Haiqing Xu

We study the design of multi-armed parallel group clinical trials to estimate personalized treatment rules that identify the best treatment for a given patient with given covariates. Assuming that the outcomes in each treatment arm are…

Statistics Theory · Mathematics 2022-07-13 David Azriel , Yosef Rinott , Martin Posch

We consider the problem of selecting the optimal subgroup to treat when data on covariates is available from a randomized trial or observational study. We distinguish between four different settings including (i) treatment selection when…

Methodology · Statistics 2018-02-28 Tyler J. VanderWeele , Alex R. Luedtke , Mark J. van der Laan , Ronald C. Kessler

Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…

Machine Learning · Computer Science 2020-05-07 Céline Beji , Michaël Bon , Florian Yger , Jamal Atif

In this paper, we develop inference methods for the distribution of heterogeneous individual treatment effects (ITEs) in the nonseparable triangular model with a binary endogenous treatment and a binary instrument of Vuong and Xu (2017) and…

Econometrics · Economics 2025-09-22 Jun Ma , Vadim Marmer , Zhengfei Yu

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich