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Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

Econometrics · Economics 2021-12-15 Gonzalo Vazquez-Bare

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

Statistics Theory · Mathematics 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects…

Econometrics · Economics 2025-09-17 Didier Nibbering , Matthijs Oosterveen

It is important to draw causal inference from observational studies, which, however, becomes challenging if the confounders have missing values. Generally, causal effects are not identifiable if the confounders are missing not at random. We…

Methodology · Statistics 2019-02-04 Shu Yang , Linbo Wang , Peng Ding

There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous regressors, key conditions are validity of instrumental variables and monotonicity of the…

Econometrics · Economics 2020-07-22 Christoph Breunig

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

Many empirical studies estimate causal effects in environments where economic units interact through spatial or network connections. In such settings, outcomes are jointly determined, and treatment induced shocks propagate across…

General Economics · Economics 2026-01-05 Mariluz Mate

The presence of latent variables can greatly complicate inferences about causal relations between measured variables from statistical data. In many cases, the presence of latent variables makes it impossible to determine for two measured…

Artificial Intelligence · Computer Science 2013-03-26 Peter L. Spirtes

When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical…

The classical causal relations between a set of variables, some observed and some latent, can induce both equality constraints (typically conditional independences) as well as inequality constraints (Instrumental and Bell inequalities being…

Quantum Physics · Physics 2024-04-11 Shashaank Khanna , Marina Maciel Ansanelli , Matthew F. Pusey , Elie Wolfe

We show that there is a general, informative and reliable procedure for discovering causal relations when, for all the investigator knows, both latent variables and selection bias may be at work. Given information about conditional…

Artificial Intelligence · Computer Science 2013-02-21 Peter L. Spirtes , Christopher Meek , Thomas S. Richardson

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian

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,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

An active area of research in the fields of machine learning and statistics is the development of causal discovery algorithms, the purpose of which is to infer the causal relations that hold among a set of variables from the correlations…

Quantum Physics · Physics 2015-03-10 Christopher J. Wood , Robert W. Spekkens

Causality imposes strong restrictions on the type of operators that may be observables in relativistic quantum theories. In fact, causal violations arise when computing conditional probabilities for certain partial causally connected…

Quantum Physics · Physics 2009-11-07 Rodolfo Gambini , Rafael A. Porto

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

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

Methodology · Statistics 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

We address the problem of inferring the causal direction between two variables by comparing the least-squares errors of the predictions in both possible directions. Under the assumption of an independence between the function relating cause…

Artificial Intelligence · Computer Science 2019-01-25 Patrick Blöbaum , Dominik Janzing , Takashi Washio , Shohei Shimizu , Bernhard Schölkopf
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