Related papers: Relaxing Instrument Exogeneity with Common Confoun…
Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…
The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…
Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace, known as linkage problems. Despite their success, existing…
This paper investigates causal effect identification in latent variable Linear Non-Gaussian Acyclic Models (lvLiNGAM) using higher-order cumulants, addressing two prominent setups that are challenging in the presence of latent confounding:…
Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…
Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance…
We develop an estimator for applications where the variable of interest is endogenous and researchers have access to aggregate instruments. Our method addresses the critical identification challenge -- unobserved confounding, which renders…
Most papers on high-dimensional statistics are based on the assumption that none of the regressors are correlated with the regression error, namely, they are exogenous. Yet, endogeneity can arise incidentally from a large pool of regressors…
Recommendation systems aim to predict users' feedback on items not exposed to them. Confounding bias arises due to the presence of unmeasured variables (e.g., the socio-economic status of a user) that can affect both a user's exposure and…
Proximal causal inference was recently proposed as a framework to identify causal effects from observational data in the presence of hidden confounders for which proxies are available. In this paper, we extend the proximal causal inference…
Omitted variables are one of the most important threats to the identification of causal effects. Several widely used methods assess the impact of omitted variables on empirical conclusions by comparing measures of selection on observables…
We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…
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…
I propose a locally robust semiparametric framework for estimating causal effects using the popular examiner IV design, in the presence of many examiners and possibly many covariates relative to the sample size. The key ingredient of this…
Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…
We develop a novel identification strategy as well as a new estimator for context-dependent causal inference in non-parametric triangular models with non-separable disturbances. Departing from the common practice, our analysis does not rely…
Sensitivity analysis for unmeasured confounding under incremental propensity score interventions remains relatively underdeveloped. Incremental interventions define stochastic treatment regimes by multiplying the odds of treatment, offering…
Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…
Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…