English
Related papers

Related papers: Nonparametric instrumental regression with right c…

200 papers

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a…

Methodology · Statistics 2021-05-04 Jad Beyhum , Jean-Pierre Florens , Ingrid Van Keilegom

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 a unified framework, we provide estimators and confidence bands for a variety of treatment effects when the outcome of interest, typically a duration, is subjected to right censoring. Our methodology accommodates average, distributional,…

Methodology · Statistics 2017-10-04 Pedro H. C. Sant'Anna

We are interested in the estimation of average treatment effects based on right-censored data of an observational study. We focus on causal inference of differences between t-year absolute event risks in a situation with competing risks. We…

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

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

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

We identify the distributional and quantile marginal treatment effect functions when the outcome is right-censored. Our method requires a conditionally exogenous instrument and random censoring. We propose asymptotically consistent…

Econometrics · Economics 2026-04-17 Santiago Acerenza , Vitor Possebom , Pedro H. C. Sant'Anna

This paper studies a semiparametric quantile regression model with endogenous variables and random right censoring. The endogeneity issue is solved using instrumental variables. It is assumed that the structural quantile of the logarithm of…

Econometrics · Economics 2023-02-03 Jad Beyhum , Lorenzo Tedesco , Ingrid Van Keilegom

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

This article proposes different tests for treatment effect heterogeneity when the outcome of interest, typically a duration variable, may be right-censored. The proposed tests study whether a policy 1) has zero distributional (average)…

Methodology · Statistics 2020-02-19 Pedro H. C. Sant'Anna

Many epidemiological and clinical studies aim at analyzing a time-to-event endpoint. A common complication is right censoring. In some cases, it arises because subjects are still surviving after the study terminates or move out of the study…

Methodology · Statistics 2024-01-10 Andrew Ying

In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that the duration time ($T$) and right censoring time ($C$) are…

Econometrics · Economics 2025-04-04 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

Econometrics · Economics 2021-10-01 Kyunghoon Ban , Désiré Kédagni

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey
‹ Prev 1 2 3 10 Next ›