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Background: It has long been advised to account for baseline covariates in the analysis of confirmatory randomised trials, with the main statistical justifications being that this increases power and, when a randomisation scheme balanced…

Methodology · Statistics 2021-12-09 Tim P. Morris , A. Sarah Walker , Elizabeth J. Williamson , Ian R. White

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

Methodology · Statistics 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

In the absence of data from a randomized trial, researchers often aim to use observational data to draw causal inference about the effect of a treatment on a time-to-event outcome. In this context, interest often focuses on the…

Methodology · Statistics 2021-06-15 Ted Westling , Alex Luedtke , Peter Gilbert , Marco Carone

Randomized controlled trials (RCTs) have long been the gold standard for causal inference across various fields, including business analysis, economic studies, sociology, clinical research, and network learning. The primary advantage of…

Econometrics · Economics 2024-08-23 Carol Liu

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…

Methodology · Statistics 2023-04-04 David Carl , Corinne Emmenegger , Peter Bühlmann , Zijian Guo

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

Methodology · Statistics 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

Two binary instrumental variables (IVs) are nested if individuals who comply under one binary IV also comply under the other. This situation often arises when the two IVs represent different intensities of encouragement or discouragement to…

Methodology · Statistics 2026-04-28 Zhe Chen , Xinran Li , Michael O. Harhay , Bo Zhang

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We…

Methodology · Statistics 2026-03-02 Charlotte Voinot , Clément Berenfeld , Imke Mayer , Bernard Sebastien , Julie Josse

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality…

Methodology · Statistics 2026-03-13 Xichen Guo , Zheng Li , Biwei Huang , Yan Zeng , Zhi Geng , Feng Xie

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Econometrics · Economics 2026-04-07 Yu-Min Yen

We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…

Econometrics · Economics 2025-07-01 Qu Feng , Sombut Jaidee , Wenjie Wang

G-computation has become a widely used robust method for estimating unconditional (marginal) treatment effects with covariate adjustment in the analysis of randomized clinical trials. Statistical inference in this context typically relies…

Methodology · Statistics 2025-03-18 Xin Zhang , Haitao Chu , Lin Liu , Satrajit Roychoudhury

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively…

Methodology · Statistics 2020-10-13 Ting Ye , Jun Shao , Hyunseung Kang

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

Machine Learning · Computer Science 2023-06-23 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc Duy Le , Jixue Liu

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber