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Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

Methodology · Statistics 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

Instrumental variable is an essential tool for addressing unmeasured confounding in observational studies. Two stage predictor substitution (2SPS) estimator and two stage residual inclusion(2SRI) are two commonly used approaches in applying…

Applications · Statistics 2018-07-20 Andrew Ying , Ronghui Xu , James Murphy

Deep reinforcement learning (RL) agents are becoming increasingly proficient in a range of complex control tasks. However, the agent's behavior is usually difficult to interpret due to the introduction of black-box function, making it…

Computer Vision and Pattern Recognition · Computer Science 2021-12-07 Wenjie Shi , Gao Huang , Shiji Song , Cheng Wu

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 provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

Missing data is a major challenge in clinical research. In electronic medical records, often a large fraction of the values in laboratory tests and vital signs are missing. The missingness can lead to biased estimates and limit our ability…

Machine Learning · Computer Science 2023-04-18 Omer Noy , Ron Shamir

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…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

Machine Learning · Computer Science 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Matching in causal inference from observational data aims to construct treatment and control groups with similar distributions of covariates, thereby reducing confounding and ensuring an unbiased estimation of treatment effects. This…

Artificial Intelligence · Computer Science 2025-04-15 Sahil Shikalgar , Md. Noor-E-Alam

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

Machine Learning · Statistics 2015-11-10 Ricardo Silva , Shohei Shimizu

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

Methodology · Statistics 2020-06-16 Gyuhyeong Goh , Jisang Yu

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 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

Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…

Machine Learning · Computer Science 2024-11-28 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc duy Le , Xudong Guo , Shichao Zhang

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander