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We consider a model identification problem in which an outcome variable contains nonignorable missing values. Statistical inference requires a guarantee of the model identifiability to obtain estimators enjoying theoretically reasonable…

Methodology · Statistics 2023-07-06 Kenji Beppu , Kosuke Morikawa

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

Machine Learning · Statistics 2017-06-02 Alexander Peysakhovich , Dean Eckles

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

Machine Learning · Computer Science 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin

The modern formulation of the instrumental variable methods initiated the valuable interactions between economics and statistics literatures of causal inference and fueled new innovations of the idea. It helped resolving the long-standing…

Methodology · Statistics 2014-10-03 Toru Kitagawa

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

The validity of instrumental variable (IV) designs is typically tested using two types of falsification tests. We characterize these tests as conditional independence tests between negative control variables -- proxies for unobserved…

Econometrics · Economics 2025-04-29 Oren Danieli , Daniel Nevo , Itai Walk , Bar Weinstein , Dan Zeltzer

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

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…

Methodology · Statistics 2024-10-21 Niklas Pfister , Jonas Peters

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

This paper examines the construction of confidence sets for parameters defined as linear functionals of a function of W and X whose conditional mean given Z and X equals the conditional mean of another variable Y given Z and X. Many…

Statistics Theory · Mathematics 2025-08-08 Ezequiel Smucler , James M. Robins , Andrea Rotnitzky

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. IV analyses can be used both to analyze randomized trials with noncompliance and as a form of natural experiment. In these analyses,…

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

Methodology · Statistics 2019-07-30 M. Usaid Awan , Yameng Liu , Marco Morucci , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Instrumental variable (IV) methods play a central role in causal inference, particularly in settings where treatment assignment is confounded by unobserved variables. IV methods have been extensively developed in recent years and applied…

Instrumental variables allow the estimation of cause and effect relations even in presence of unobserved latent factors, thus providing a powerful tool for any science wherein causal inference plays an important role. More recently, the…

Quantum Physics · Physics 2019-09-20 Davide Poderini , Rafael Chaves , Iris Agresti , Gonzalo Carvacho , Fabio Sciarrino

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

Point processes are probabilistic tools for modeling event data. While there exists a fast-growing literature studying the relationships between point processes, it remains unexplored how such relationships connect to causal effects. In the…

Methodology · Statistics 2023-01-10 Zhichao Jiang , Shizhe Chen , Peng Ding
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