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Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

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…

Methodology · Statistics 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

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

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

Methodology · Statistics 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

Methodology · Statistics 2025-08-13 Eric J Tchetgen Tchetgen

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…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

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…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Methodology · Statistics 2016-02-03 Zijian Guo , Dylan Small

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

Econometrics · Economics 2021-10-01 Kyunghoon Ban , Désiré Kédagni

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo
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