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In this paper, we propose a simple method for testing identifying assumptions in parametric separable models, namely treatment exogeneity, instrument validity, and/or homoskedasticity. We show that the testable implications can be written…

Econometrics · Economics 2024-10-17 Leonard Goff , Désiré Kédagni , Huan Wu

Experiments studying get-out-the-vote (GOTV) efforts estimate the causal effect of various mobilization efforts on voter turnout. However, there is often substantial noncompliance in these studies. A usual approach is to use an instrumental…

Methodology · Statistics 2024-07-02 Nicole E. Pashley , Luke Keele , Luke W. Miratrix

The learning and evaluation of energy-based latent variable models (EBLVMs) without any structural assumptions are highly challenging, because the true posteriors and the partition functions in such models are generally intractable. This…

Machine Learning · Computer Science 2021-06-08 Fan Bao , Kun Xu , Chongxuan Li , Lanqing Hong , Jun Zhu , Bo Zhang

We consider the efficient estimation of total causal effects in the presence of unmeasured confounding using conditional instrumental sets. Specifically, we consider the two-stage least squares estimator in the setting of a linear…

Statistics Theory · Mathematics 2023-11-07 Leonard Henckel , Martin Buttenschön , Marloes H. Maathuis

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Statistics Theory · Mathematics 2023-02-22 Søren Wengel Mogensen

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method,…

Artificial Intelligence · Computer Science 2023-12-12 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Thuc duy Le , Jixue Liu

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

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…

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

Methodology · Statistics 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

Machine Learning · Computer Science 2024-12-09 Debo Cheng , Jiuyong Li , Lin Liu , Ziqi Xu , Weijia Zhang , Jixue Liu , Thuc Duy Le

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

Econometrics · Economics 2021-01-18 Edvard Bakhitov , Amandeep Singh

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF)…

Econometrics · Economics 2026-05-06 Jonas Skjold Raaschou-Pedersen

Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…

Methodology · Statistics 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

Positivity violations, which occur when some subgroups either always or never receive a treatment of interest, pose significant challenges for causal effect estimation with observational data. Recent balancing weight methods have proved to…

Methodology · Statistics 2025-12-17 Martha Barnard , Jared D. Huling , Julian Wolfson

In theory, two-stage least squares (TSLS) identifies a weighted average of covariate-specific local average treatment effects (LATEs) from a saturated specification, without making parametric assumptions on how available covariates enter…

Econometrics · Economics 2024-12-03 Tom Boot , Didier Nibbering

Despite having achieved great success for sentiment analysis, existing neural models struggle with implicit sentiment analysis. This may be due to the fact that they may latch onto spurious correlations ("shortcuts", e.g., focusing only on…

Computation and Language · Computer Science 2022-08-22 Siyin Wang , Jie Zhou , Changzhi Sun , Junjie Ye , Tao Gui , Qi Zhang , Xuanjing Huang

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,…

Causal mediation analysis aims to estimate the natural direct and indirect effects under clearly specified assumptions. Traditional mediation analysis based on Ordinary Least Squares (OLS) relies on the absence of unmeasured causes of the…

Methodology · Statistics 2017-07-07 Cedric E. Ginestet , Richard Emsley , Sabine Landau

This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…

Methodology · Statistics 2020-04-10 Kirk Bansak