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We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

Methodology · Statistics 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Methodology · Statistics 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

Methodology · Statistics 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. In this paper, we propose that adoption of an instrumental variable approach for randomized trials…

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

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

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…

Methodology · Statistics 2025-08-06 Matthew Blackwell , Nicole E. Pashley

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

Methodology · Statistics 2022-09-27 Andrew Ying

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

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…

Econometrics · Economics 2026-04-07 Yu-Min Yen

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

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

In randomized trials, researchers are often interested in mediation analysis to understand how a treatment works, in particular how much of a treatment's effect is mediated by an intermediated variable and how much the treatment directly…

Methodology · Statistics 2013-01-01 Dylan S. Small

The study of treatment effects is often complicated by noncompliance and missing data. In the one-sided noncompliance setting where of interest are the complier and noncomplier average causal effects (CACE and NACE), we address outcome…

Methodology · Statistics 2024-03-25 Trang Quynh Nguyen , Michelle C. Carlson , Elizabeth A. Stuart

Noncompliance and missing data often occur in randomized trials, which complicate the inference of causal effects. When both noncompliance and missing data are present, previous papers proposed moment and maximum likelihood estimators for…

Methodology · Statistics 2014-09-04 Hua Chen , Peng Ding , Zhi Geng , Xiao-Hua Zhou

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs spectral features - that is, learned features spanning the top…

Machine Learning · Statistics 2025-11-27 Dimitri Meunier , Antoine Moulin , Jakub Wornbard , Vladimir R. Kostic , Arthur Gretton

Instrumental variable (IV) strategies are widely used in political science to establish causal relationships. However, the identifying assumptions required by an IV design are demanding, and it remains challenging for researchers to assess…

Econometrics · Economics 2023-11-08 Apoorva Lal , Mac Lockhart , Yiqing Xu , Ziwen Zu
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