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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…
Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…
Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…
In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…
Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…
When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…
This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…
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…
Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…
Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…
This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…
In this paper I develop a breakdown frontier approach to assess the sensitivity of Local Average Treatment Effects (LATE) estimates to violations of monotonicity and independence of the instrument. I parametrize violations of independence…
Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…
This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…
Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…
We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…
Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…