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Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

Statistics Theory · Mathematics 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Instrumental variables estimation with many instruments is biased. Traditional bias-adjustments are closely connected to the Silverstein equation. Based on the theory of random matrices, we show that Ridge estimation of the first-stage…

Econometrics · Economics 2025-08-25 Helmut Farbmacher , Rebecca Groh , Michael Mühlegger , Gabriel Vollert

To evaluate the effectiveness of a counterfactual policy, it is often necessary to extrapolate treatment effects on compliers to broader populations. This extrapolation relies on exogenous variation in instruments, which is often weak in…

Econometrics · Economics 2026-01-01 Muyang Ren

In Mendelian randomization (MR) studies, genetic variants are used as instrumental variables (IVs) to investigate causal relationships between exposures and outcomes based on observational data. However, numerous genetic studies have shown…

Methodology · Statistics 2026-04-10 Julien St-Pierre , Archer Y. Yang , Mireille E. Schnitzer , Marc-André Legault

Many diseases and traits involve a complex interplay between genes and environment, generating significant interest in studying gene-environment interaction through observational data. However, for lifestyle and environmental risk factors,…

Methodology · Statistics 2023-09-22 Malka Gorfine , Conghui Qu , Ulrike Peters , Li Hsu

The results from Genome-Wide Association Studies (GWAS) on thousands of phenotypes provide an unprecedented opportunity to infer the causal effect of one phenotype (exposure) on another (outcome). Mendelian randomization (MR), an…

Methodology · Statistics 2019-04-30 Jia Zhao , Jingsi Ming , Xianghong Hu , Gang Chen , Jin Liu , Can Yang

The standard multidetector F-statistic for continuous gravitational waves is susceptible to false alarms from instrumental artifacts, for example monochromatic sinusoidal disturbances ('lines'). This vulnerability to line artifacts arises…

General Relativity and Quantum Cosmology · Physics 2015-01-19 David Keitel , Reinhard Prix , Maria Alessandra Papa , Paola Leaci , Maham Siddiqi

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Methodology · Statistics 2025-01-08 Oliver Dukes , Stijn Vansteelandt , David Whitney

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…

Econometrics · Economics 2023-09-19 Thomas Carr , Toru Kitagawa

This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the…

Econometrics · Economics 2024-01-31 Orville Mondal , Rui Wang

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…

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in…

Methodology · Statistics 2026-03-11 Ashish Patel , Francis J DiTraglia , Stephen Burgess

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

Weak identification arises in many statistical problems when key variables exhibit weak correlations-for example, when instrumental variables correlate weakly with treatment, or when proxy variables correlate weakly with unmeasured…

Statistics Theory · Mathematics 2025-11-12 Rui Wang , Kwun Chuen Gary Chan , Ting Ye

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

Methodology · Statistics 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

This paper provides clear and practical guidance on the specification of imputation models when multiple imputation is used in conjunction with doubly robust estimation methods for causal inference. Through theoretical arguments and…

Methodology · Statistics 2025-12-19 Lucy D'Agostino McGowan

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

Methodology · Statistics 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

Since model selection is ubiquitous in data analysis, reproducibility of statistical results demands a serious evaluation of reliability of the employed model selection method, no matter what label it may have in terms of good properties.…

Methodology · Statistics 2017-05-01 Yanjia Yu , Yi Yang , Yuhong Yang

Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test that integrates these commonly reported statistics. The test…

Econometrics · Economics 2026-03-25 Liyu Dou , Pengjin Min , Wenjie Wang , Yichong Zhang
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