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We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the number of instrument values grows with the…

Methodology · Statistics 2026-01-05 Lars van der Laan , Nathan Kallus , Aurélien Bibaut

This paper proposes three novel test procedures that yield valid inference in an environment with many weak instrumental variables (MWIV). It is observed that the t statistic of the jackknife instrumental variable estimator (JIVE) has an…

Econometrics · Economics 2023-11-28 Luther Yap

Though introduced nearly 50 years ago, the infinitesimal jackknife (IJ) remains a popular modern tool for quantifying predictive uncertainty in complex estimation settings. In particular, when supervised learning ensembles are constructed…

Statistics Theory · Mathematics 2021-06-11 Wei Peng , Lucas Mentch , Leonard Stefanski

We develop a step-by-step guide to leniency (a.k.a. judge or examiner instrument) designs, drawing on recent econometric literatures. The unbiased jackknife instrumental variables estimator (UJIVE) is purpose-built for leveraging exogenous…

Econometrics · Economics 2025-11-18 Paul Goldsmith-Pinkham , Peter Hull , Michal Kolesár

We develop a concept of weak identification in linear IV models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identification-robust…

Econometrics · Economics 2021-10-06 Anna Mikusheva , Liyang Sun

This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instrumental variables. The tests may be used when considering…

Econometrics · Economics 2026-04-20 Federico Crudu , Giovanni Mellace , Zsolt Sándor

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically approximate the frequentist covariance of Bayesian…

Methodology · Statistics 2024-06-28 Ryan Giordano , Tamara Broderick

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

Methodology · Statistics 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

Machine Learning · Computer Science 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…

Machine Learning · Statistics 2024-12-24 Yuri Fonseca , Caio Peixoto , Yuri Saporito

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

Machine Learning · Computer Science 2023-06-23 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc Duy Le , Jixue Liu

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

Methodology · Statistics 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

Quantitative research in the social and behavioral sciences relies heavily on nonlinear posterior functionals such as indirect effects, standardized coefficients, effect sizes, intraclass correlations, and multilevel variance-explained…

Methodology · Statistics 2026-04-07 Nanyu Luo , Feng Ji

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. While recent advancements in machine learning have introduced flexible methods for IV estimation, they often encounter one or more of the following…

Machine Learning · Computer Science 2024-03-08 Zihao Li , Hui Lan , Vasilis Syrgkanis , Mengdi Wang , Masatoshi Uehara

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

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:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Resampling methods are especially well-suited to inference with estimators that provide only "black-box'' access. Jackknife is a form of resampling, widely used for bias correction and variance estimation, that is well-understood under…

Statistics Theory · Mathematics 2024-11-06 Licong Lin , Fangzhou Su , Wenlong Mou , Peng Ding , Martin Wainwright

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

We give analytic methods for nonparametric bias reduction that remove the need for computationally intensive methods like the bootstrap and the jackknife. We call an estimate {\it $p$th order} if its bias has magnitude $n_0^{-p}$ as $n_0…

Methodology · Statistics 2009-03-18 Christopher S. Withers , Saralees Nadarajah
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