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In settings where Machine Learning (ML) algorithms automate or inform consequential decisions about people, individual decision subjects are often incentivized to strategically modify their observable attributes to receive more favorable…

Machine Learning · Computer Science 2022-06-10 Keegan Harris , Daniel Ngo , Logan Stapleton , Hoda Heidari , Zhiwei Steven Wu

In most nonrandomized observational studies, differences between treatment groups may arise not only due to the treatment but also because of the effect of confounders. Therefore, causal inference regarding the treatment effect is not as…

Methodology · Statistics 2018-07-04 Debashis Ghosh

Causal inference plays a vital role in diverse domains like epidemiology, healthcare, and economics. De-confounding and counterfactual prediction in observational data has emerged as a prominent concern in causal inference research. While…

Machine Learning · Computer Science 2023-09-08 Yonghe Zhao , Qiang Huang , Siwei Wu , Yun Peng , Huiyan Sun

Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models. Associated with this estimator are equation specific tests of model…

Methodology · Statistics 2024-04-17 Teague R. Henry , Zachary F. Fisher , Kenneth A. Bollen

This paper considers an extension of the linear non-Gaussian acyclic model (LiNGAM) that determines the causal order among variables from a dataset when the variables are expressed by a set of linear equations, including noise. In…

Machine Learning · Computer Science 2021-08-17 Joe Suzuki , Yusuke Inaoka

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 estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

Econometrics · Economics 2020-06-04 Martin Huber

The defining challenge for causal inference from observational data is the presence of `confounders', covariates that affect both treatment assignment and the outcome. To address this challenge, practitioners collect and adjust for the…

Machine Learning · Computer Science 2021-07-28 Claudia Shi , Victor Veitch , David Blei

Adjusting for latent covariates is crucial for estimating causal effects from observational textual data. Most existing methods only account for confounding covariates that affect both treatment and outcome, potentially leading to biased…

Computation and Language · Computer Science 2023-11-27 Yuxiang Zhou , Yulan He

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

This paper presents a novel approach that leverages domain variability to learn representations that are conditionally invariant to unwanted variability or distractors. Our approach identifies both spurious and invariant latent features…

Machine Learning · Computer Science 2023-07-04 Hananeh Aliee , Ferdinand Kapl , Soroor Hediyeh-Zadeh , Fabian J. Theis

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically…

Econometrics · Economics 2021-08-31 Hiroyuki Kasahara , Katsumi Shimotsu

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

General Economics · Economics 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

Predictive models trained on observational data often fail to generalise to the distributions they encounter when deployed, especially when the training data is a product of the system being optimised. Recommender systems are a canonical…

Machine Learning · Statistics 2026-05-27 Yorgos Felekis , Michael O'Riordan , Oriol Corcoll , Ciarán M. Gilligan-Lee

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

Machine Learning · Statistics 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

Learning causal representations from observational and interventional data in the absence of known ground-truth graph structures necessitates implicit latent causal representation learning. Implicit learning of causal mechanisms typically…

Machine Learning · Computer Science 2024-08-19 Shayan Shirahmad Gale Bagi , Zahra Gharaee , Oliver Schulte , Mark Crowley

Causal representation learning aims at identifying high-level causal variables from perceptual data. Most methods assume that all latent causal variables are captured in the high-dimensional observations. We instead consider a partially…

Observational genome-wide association studies are now widely used for causal inference in genetic epidemiology. To maintain privacy, such data is often only publicly available as summary statistics, and often studies for the endogenous…

Methodology · Statistics 2024-11-26 Shimeng Huang , Niklas Pfister , Jack Bowden

For the over-identified linear instrumental variables model, researchers commonly report the 2SLS estimate along with the robust standard error and seek to conduct inference with these quantities. If errors are homoskedastic, one can…

Econometrics · Economics 2023-11-28 David S. Lee , Justin McCrary , Marcelo J. Moreira , Jack Porter , Luther Yap