Related papers: Inference on LATEs with covariates
Non-adherence to assigned treatment is a common issue in cluster randomised trials (CRTs). In these settings, the efficacy estimand may be also of interest. Many methodological contributions in recent years have advocated using instrumental…
To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts…
Treatment effect heterogeneity with respect to covariates is common in instrumental variable (IV) analyses. An intuitive approach, which we call the interacted two-stage least squares (2sls), is to postulate a working linear model of the…
It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…
Under treatment effect heterogeneity, an instrument identifies the instrument-specific local average treatment effect (LATE). With multiple instruments, two-stage least squares (2SLS) estimand is a weighted average of different LATEs. What…
In a given randomized experiment, individuals are often volunteers and can differ in important ways from a population of interest. It is thus of interest to focus on the sample at hand. This paper focuses on inference about the sample local…
To estimate the causal effects of beliefs on actions, researchers often run information provision experiments. We consider the causal interpretation of two-stage least squares (TSLS) estimators in these experiments. We characterize common…
We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…
Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…
Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…
The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI literature. Many studies exist on LTS, including its…
Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…
In this paper we study a class of weighted estimands, which we define as parameters that can be expressed as weighted averages of the underlying heterogeneous treatment effects. The popular ordinary least squares (OLS), two-stage least…
Instrumental variable (IV) analysis is widely used in fields such as economics and epidemiology to address unobserved confounding and measurement error when estimating the causal effects of intermediate covariates on outcomes. However,…
In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…
A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…
Non-adherence to assigned treatment is common in randomised controlled trials (RCTs). Recently, there has been an increased interest in estimating causal effects of treatment received, for example the so-called local average treatment…
This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…
This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…
We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…