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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

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

Econometrics · Economics 2026-05-20 Martin Huber , Jannis Kueck

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

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

We propose a procedure which combines hierarchical clustering with a test of overidentifying restrictions for selecting valid instrumental variables (IV) from a large set of IVs. Some of these IVs may be invalid in that they fail the…

Methodology · Statistics 2024-07-19 Nicolas Apfel , Xiaoran Liang

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is,…

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Domain generalization (DG) aims to learn from multiple source domains a model that can generalize well on unseen target domains. Existing DG methods mainly learn the representations with invariant marginal distribution of the input…

Machine Learning · Computer Science 2023-05-26 Junkun Yuan , Xu Ma , Ruoxuan Xiong , Mingming Gong , Xiangyu Liu , Fei Wu , Lanfen Lin , Kun Kuang

Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quantification methodology is still lacking. In this work we…

Machine Learning · Statistics 2021-11-04 Ziyu Wang , Yuhao Zhou , Tongzheng Ren , Jun Zhu

In the standard difference-in-differences research design, the parallel trends assumption may be violated when the relationship between the exposure trend and the outcome trend is confounded by unmeasured confounders. Progress can be made…

We propose a method for constructing distribution-free prediction intervals in nonparametric instrumental variable regression (NPIV), with finite-sample coverage guarantees. Building on the conditional guarantee framework in conformal…

Econometrics · Economics 2026-03-27 Masahiro Kato

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Methodology · Statistics 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

Causal inference methods are gaining increasing prominence in pharmaceutical drug development in light of the recently published addendum on estimands and sensitivity analysis in clinical trials to the E9 guideline of the International…

Methodology · Statistics 2021-04-30 Jack Bowden , Bjoern Bornkamp , Ekkehard Glimm , Frank Bretz

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Econometrics · Economics 2026-04-07 Yu-Min Yen

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian