Related papers: Constrained Design of a Binary Instrument in a Par…
Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…
This paper considers an endogenous binary response model with many weak instruments. We employ a control function approach and a regularization scheme to obtain better estimation results for the endogenous binary response model in the…
Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…
This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…
In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…
In randomized experiments, covariates are often used to reduce variance and improve the precision of treatment effect estimates. However, in many real-world settings, interference between units, where one unit's treatment affects another's…
We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns…
We consider the optimal experimental design problem of allocating subjects to treatment or control when subjects participate in multiple, separate controlled experiments within a short time-frame and subject covariate information is…
The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…
This paper studies a potential outcome model with a continuous or discrete outcome, a discrete multi-valued treatment, and a discrete multi-valued instrument. We derive sharp, closed-form testable implications for a class of restrictions on…
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…
Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…
Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…
Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…
Clinical trials are an instrument for making informed decisions based on evidence from well-designed experiments. Here we consider adaptive designs mainly from the perspective of multi-arm Phase II clinical trials, in which one or more…
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…