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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

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

Methodology · Statistics 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables…

Methodology · Statistics 2024-02-21 Cuong T. Pham , Kevin G. Lynch , James R. McKay , Ashkan Ertefaie

This paper studies identification of the effect of a mis-classified, binary, endogenous regressor when a discrete-valued instrumental variable is available. We begin by showing that the only existing point identification result for this…

Econometrics · Economics 2020-11-17 Francis J. DiTraglia , Camilo Garcia-Jimeno

This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular system, where both the outcome and first-stage equations consist…

Statistics Theory · Mathematics 2015-08-26 Eric Gautier , Stefan Hoderlein

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

The STEP 1 randomized trial evaluated the effect of taking semaglutide vs placebo on body weight over a 68 week duration. As with any study evaluating an intervention delivered over a sustained period, non-adherence was observed. This was…

Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using…

Methodology · Statistics 2020-06-16 Kara E Rudolph , Oleg Sofrygin , Mark J van der Laan

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…

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

The most widely discussed methods for estimating the Average Causal Effect/Average Treatment Effect are those for intervention in discrete binary variables whose value represents intervention/non-intervention groups. On the other hand,…

Machine Learning · Statistics 2022-03-21 Yoshiaki Kitazawa

We consider time to treatment initiation. This can commonly occur in preventive medicine, such as disease screening and vaccination; it can also occur with non-fatal health conditions such as HIV infection without the onset of AIDS. While…

Methodology · Statistics 2026-05-29 Zhichen Zhao , Andrew Ying , Ronghui Xu

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

Methodology · Statistics 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy
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