Related papers: Instrumental variable estimation of dynamic treatm…
This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental variable explaining the treatment and independent of the error…
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…
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…
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…
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…
Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable…
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…
Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…
We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…
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…
There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…
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…
The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…
This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…
Unmeasured confounding is a threat to causal inference and individualized decision making. Similar to Cui and Tchetgen Tchetgen (2020); Qiu et al. (2020); Han (2020a), we consider the problem of identification of optimal individualized…
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…
There is a fast-growing literature on estimating optimal treatment regimes based on randomized trials or observational studies under a key identifying condition of no unmeasured confounding. Because confounding by unmeasured factors cannot…
Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…
Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…
The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…