Related papers: Testing Partial Instrument Monotonicity
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
In this paper we consider a Lagrange Multiplier-type test (LM) to detect change in the mean of time series with heteroskedasticity of unknown form. We derive the limiting distribution under the null, and prove the consistency of the test…
Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…
A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…
We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…
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…
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,…
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…
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP)…
Cross-sectional incidence estimation based on recency testing has become a widely used tool in HIV research. Recently, this method has gained prominence in HIV prevention trials to estimate the "placebo" incidence that participants might…
Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…
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…
The method of multivariable Mendelian randomization uses genetic variants to instrument multiple exposures, to estimate the effect that a given exposure has on an outcome conditional on all other exposures included in a linear model.…
Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…
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…
This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…
Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…
Using modifications of Lindeberg's interpolation technique, I propose a new identification-robust test for the structural parameter in a heteroskedastic instrumental variables model. While my analysis allows the number of instruments to be…
The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…
This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…