Related papers: The Nudge Average Treatment Effect
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and point identification are obtained. We…
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…
Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…
Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…
This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…
Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…
Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…
We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…
We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…
To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…
The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…
We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) and show that when the estimand of interest is the Sample…
Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…
Direct effect analyses usually require deciding whether a focal variable is a pre-exposure confounder or a post-exposure mediator. In observational studies, that distinction may be unclear because timing is measured coarsely or the variable…
Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…