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Related papers: Distributional Instrumental Variable Method

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This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…

Machine Learning · Statistics 2021-10-05 Martin Emil Jakobsen

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Influence function, a technique rooted in robust statistics, has been adapted in modern machine learning for a novel application: data attribution -- quantifying how individual training data points affect a model's predictions. However, the…

Machine Learning · Computer Science 2024-12-03 Junwei Deng , Weijing Tang , Jiaqi W. Ma

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

Methodology · Statistics 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially…

Methodology · Statistics 2024-02-06 Ziya Xu , Sai Li

Researchers commonly use difference-in-differences (DiD) designs to evaluate public policy interventions. While methods exist for estimating effects in the context of binary interventions, policies often result in varied exposures across…

Methodology · Statistics 2025-02-07 Gary Hettinger , Youjin Lee , Nandita Mitra

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…

Statistics Theory · Mathematics 2020-05-01 Ruiqi Liu , Zuofeng Shang , Guang Cheng

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…

Econometrics · Economics 2024-05-27 Thomas Wiemann

Methodological development of the Model-implied Instrumental Variable (MIIV) estimation framework has proved fruitful over the last three decades. Major milestones include Bollen's (1996) original development of the MIIV estimator and its…

Methodology · Statistics 2025-01-08 Zachary F. Fisher , Kenneth A. Bollen

It is often challenging to identify a valid instrumental variable (IV), although the IV methods have been regarded as effective tools of addressing the confounding bias introduced by latent variables. To deal with this issue, an…

Information Retrieval · Computer Science 2025-08-26 Zhirong Huang , Debo Cheng , Jiuyong Li , Lin Liu , Guangquan Lu , Shichao Zhang

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…

Machine Learning · Statistics 2026-01-22 Felix Schur , Niklas Pfister , Peng Ding , Sach Mukherjee , Jonas Peters

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while…

Statistics Theory · Mathematics 2026-01-21 Marvin Lob , Rahul Singh , Suhas Vijaykumar

Causal effect estimation relies on separating the variation in the outcome into parts due to the treatment and due to the confounders. To achieve this separation, practitioners often use external sources of randomness that only influence…

Machine Learning · Computer Science 2021-02-03 Aahlad Manas Puli , Rajesh Ranganath

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…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai

Predicting the distribution of outcomes under hypothetical interventions is crucial across healthcare, economics, and policy-making. However, existing methods often require restrictive assumptions, and are typically limited by the lack of…

Machine Learning · Computer Science 2025-08-11 Andreas Sauter , Saber Salehkaleybar , Aske Plaat , Erman Acar

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

Methodology · Statistics 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

Imitation learning from demonstrations usually suffers from the confounding effects of unmeasured variables (i.e., unmeasured confounders) on the states and actions. If ignoring them, a biased estimation of the policy would be entailed. To…

Machine Learning · Computer Science 2025-07-24 Yan Zeng , Shenglan Nie , Feng Xie , Libo Huang , Peng Wu , Zhi Geng

An important problem in many domains is to predict how a system will respond to interventions. This task is inherently linked to estimating the system's underlying causal structure. To this end, Invariant Causal Prediction (ICP) (Peters et…

Methodology · Statistics 2018-09-21 Christina Heinze-Deml , Jonas Peters , Nicolai Meinshausen