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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

Causal inference methods are gaining increasing prominence in pharmaceutical drug development in light of the recently published addendum on estimands and sensitivity analysis in clinical trials to the E9 guideline of the International…

Methodology · Statistics 2021-04-30 Jack Bowden , Bjoern Bornkamp , Ekkehard Glimm , Frank Bretz

Motivated by conflicting conclusions regarding hydrocortisone's treatment effect on ICU patients with vasopressor-dependent septic shock, we developed a novel instrumental variable (IV) estimator to assess the average treatment effect (ATE)…

Methodology · Statistics 2025-03-18 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

Methodology · Statistics 2022-08-22 Shunichiro Orihara

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…

Applications · Statistics 2016-06-22 Elias Chaibub Neto

We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…

Methodology · Statistics 2023-06-21 Taehyeon Koo , Youjin Lee , Dylan S. Small , Zijian Guo

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…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

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

Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…

Econometrics · Economics 2022-02-01 Bora Kim

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,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

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…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

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…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

Comparative effectiveness research frequently employs the instrumental variable design since randomized trials can be infeasible for many reasons. In this study, we investigate and compare treatments for emergency cholecystitis --…

Applications · Statistics 2023-07-13 Kenta Takatsu , Alexander W. Levis , Edward Kennedy , Rachel Kelz , Luke Keele

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

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…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

Econometrics · Economics 2025-01-28 Bruno Ferman , Otávio Tecchio

Estimating dynamic treatment regimes (DTRs) from retrospective observational data is challenging as some degree of unmeasured confounding is often expected. In this work, we develop a framework of estimating properly defined "optimal" DTRs…

Methodology · Statistics 2021-04-19 Shuxiao Chen , Bo Zhang

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

Methodology · Statistics 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy