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Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…

Methodology · Statistics 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…

Methodology · Statistics 2025-12-25 Jasper B. Yang , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

Several techniques exist to assess and reduce nonresponse bias, including propensity models, calibration methods, or post-stratification. These approaches can only be applied after the data collection, and assume reliable information…

Methodology · Statistics 2020-05-26 Blanka Szeitl , Tamás Rudas

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

Methodology · Statistics 2026-04-29 Samhita Pal , Dhrubajyoti Ghosh

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

Sampling methods such as Stratified Random Sampling can be used to select representative samples of schools for randomized controlled trials of educational interventions. However, these methods may still yield external validity bias when…

Other Statistics · Statistics 2023-04-25 Robert B. Olsen , Maria L. Vasquez-Rossi

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

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

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

To take sample biases and skewness in the observations into account, practitioners frequently weight their observations according to some marginal distribution. The present paper demonstrates that such weighting can indeed improve the…

Methodology · Statistics 2018-11-05 Tobias Niebuhr , Mathias Trabs

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…

Machine Learning · Statistics 2026-03-31 Marc Braun , Jose M. Peña , Adel Daoud

Post-selection inference is a statistical technique for determining salient variables after model or variable selection. Recently, selective inference, a kind of post-selection inference framework, has garnered the attention in the…

Methodology · Statistics 2019-06-28 Yuta Umezu , Ichiro Takeuchi

We develop results for the use of Lasso and Post-Lasso methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments, $p$. Our results apply even when $p$ is much…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Daniel Chen , Victor Chernozhukov , Christian Hansen

Time-to-event outcomes are commonly used as primary endpoints in randomized clinical trials. Despite this, relatively little work incorporates baseline covariate information while also accounting for stratified randomization, a common form…

Methodology · Statistics 2026-05-01 Raphael C. Kim , Brian Gilbert , Ramin Zabih , Michele Santacatterina , Ivan Diaz

This paper presents the asymptotic behavior of a linear instrumental variables (IV) estimator that uses a ridge regression penalty. The regularization tuning parameter is selected empirically by splitting the observed data into training and…

Econometrics · Economics 2019-08-27 Nandana Sengupta , Fallaw Sowell

Principal stratification is essential for revealing causal mechanisms involving post-treatment intermediate variables, in real-world applications like surrogate marker evaluation. Principal stratification analysis with continuous…

Methodology · Statistics 2025-01-31 Yichi Zhang , Shu Yang

The advent of the big data era brought new opportunities and challenges to draw treatment effect in data fusion, that is, a mixed dataset collected from multiple sources (each source with an independent treatment assignment mechanism). Due…

Artificial Intelligence · Computer Science 2022-12-08 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Minqing Zhu , Yuxuan Liu , Bo Li , Furui Liu , Zhihua Wang , Fei Wu

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,…

Methodology · Statistics 2023-04-18 Zijian Guo