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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 variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

Machine Learning · Statistics 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

Unlike other techniques of causality inference, the use of valid instrumental variables can deal with unobserved sources of both variable errors, variable omissions, and sampling bias, and still arrive at consistent estimates of average…

Econometrics · Economics 2021-02-17 Øyvind Hoveid

Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…

Methodology · Statistics 2025-09-23 Zhonghua Liu , Baoluo Sun , Ting Ye , David Richardson , Eric Tchetgen Tchetgen

Motivated by conflicting conclusions regarding hydrocortisone's treatment effect on ICU patients with vasopressor-dependent septic shock, we developed a novel instrumental variable (IV) estimator to assess the average treatment effect (ATE)…

Methodology · Statistics 2025-03-18 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

Methodology · Statistics 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

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…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

Machine Learning · Computer Science 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…

Econometrics · Economics 2023-03-27 Rui Wang

Structural econometric methods are often criticized for being sensitive to functional form assumptions. We study parametric estimators of the local average treatment effect (LATE) derived from a widely used class of latent threshold…

Methodology · Statistics 2018-10-26 Patrick Kline , Christopher R. Walters

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

Econometrics · Economics 2020-06-04 Martin Huber

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…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

The estimation of individual treatment effects (ITE) focuses on predicting the outcome changes that result from a change in treatment. A fundamental challenge in observational data is that while we need to infer outcome differences under…

Machine Learning · Computer Science 2025-12-23 Zichuan Lin , Xiaokai Huang , Jiate Liu , Yuxuan Han , Jia Chen , Xiapeng Wu , Deheng Ye

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

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 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 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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