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Related papers: The Multiplicative Instrumental Variable Model

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Mendelian randomization uses genetic variants as instrumental variables to make causal inferences about the effects of modifiable risk factors on diseases from observational data. One of the major challenges in Mendelian randomization is…

Methodology · Statistics 2024-10-29 Youpeng Su , Siqi Xu , Yilei Ma , Ping Yin , Wing Kam Fung , Hongwei Jiang , Peng Wang

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

Econometrics · Economics 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

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 variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

The interventional effects approach to causal mediation analysis is increasingly common in epidemiologic research, given its potential to address policy-relevant questions about hypothetical mediator interventions. Multiple imputation (MI)…

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

In an empirical study of persuasion, researchers often use a binary instrument to encourage individuals to consume information and take some action. We show that, with a binary Imbens-Angrist instrumental variable model and the monotone…

Econometrics · Economics 2025-07-02 Zeyang Yu

This paper proposes a novel identification strategy relying on quasi-instrumental variables (quasi-IVs). A quasi-IV is a relevant but possibly invalid IV because it is not exogenous or not excluded. We show that a variety of models with…

Econometrics · Economics 2024-10-23 Christophe Bruneel-Zupanc , Jad Beyhum

Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

General Economics · Economics 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

Machine Learning · Computer Science 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…

Applications · Statistics 2016-06-22 Elias Chaibub Neto

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson &…

Statistics Theory · Mathematics 2024-01-29 Thomas S. Richardson , James M. Robins

Causal inference is difficult in the presence of unobserved confounders. We introduce the instrumented common confounding (ICC) approach to (nonparametrically) identify causal effects with instruments, which are exogenous only conditional…

Econometrics · Economics 2022-09-20 Christian Tien

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

Regionalization of intensive care for premature babies refers to a triage system of mothers with high-risk pregnancies to hospitals of varied capabilities based on risks faced by infants. Due to the limited capacity of high-level hospitals,…

Methodology · Statistics 2024-09-30 Zhe Chen , Min Haeng Cho , Bo Zhang

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is,…