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TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification…
The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…
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 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)…
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)…
Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…
We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…
In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…
Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…
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…
Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…
Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…
Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…
Imitation learning from demonstrations usually suffers from the confounding effects of unmeasured variables (i.e., unmeasured confounders) on the states and actions. If ignoring them, a biased estimation of the policy would be entailed. To…
A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…
This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…
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…
Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…