Related papers: Improving instrumental variable estimators with po…

This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

In causal inference, principal stratification is a framework for dealing with a posttreatment intermediate variable between a treatment and an outcome, in which the principal strata are defined by the joint potential values of the…

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…

We study model-agnostic post-hoc calibration methods intended to improve probabilistic predictions in supervised binary classification on real i.i.d. tabular data, with particular emphasis on conformal and Venn-based approaches that provide…

Stratification is commonly employed in clinical trials to reduce the chance covariate imbalances and increase the precision of the treatment effect estimate. We propose a general framework for constructing the confidence interval (CI) for a…

Post-randomization events, also known as intercurrent events, such as treatment noncompliance and censoring due to a terminal event, are common in clinical trials. Principal stratification is a framework for causal inference in the presence…

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

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…

Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to estimate nested expectations efficiently without taking samples…

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…