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Many weak instrumental variables (IVs) are routinely used in the health and social sciences to improve identification and inference of the treatment effect of interest, along with a broad collection of data on potential confounding factors…

Methodology · Statistics 2026-04-16 Di Zhang , Xuanyu Li , Baoluo Sun

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

Methodology · Statistics 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

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

Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear.…

Econometrics · Economics 2026-03-24 Anna Baiardi , Paul S. Clarke , Andrea A. Naghi , Annalivia Polselli

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…

Machine Learning · Statistics 2025-11-11 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

This paper provides partial identification results for the marginal treatment effect ($MTE$) when the binary treatment variable is potentially misreported and the instrumental variable is discrete. Identification results are derived under…

Econometrics · Economics 2023-04-04 Santiago Acerenza

Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus…

Methodology · Statistics 2023-01-24 Dennis Frauen , Stefan Feuerriegel

We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…

Econometrics · Economics 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…

Methodology · Statistics 2021-05-28 Iavor Bojinov , Ashesh Rambachan , Neil Shephard

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

The effect of the full treatment is a primary parameter of interest in policy evaluation, while often only the effect of a subset of treatment is estimated. We partially identify the local average treatment effect of receiving full…

Econometrics · Economics 2023-06-13 Didier Nibbering , Matthijs Oosterveen

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

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate association due to endogeneity of treatment selection from…

Methodology · Statistics 2021-03-02 Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi