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Related papers: Policy-relevant causal effect estimation using ins…

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Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Estimating individual treatment effects from data of randomized experiments is a critical task in causal inference. The Stable Unit Treatment Value Assumption (SUTVA) is usually made in causal inference. However, interference can introduce…

Methodology · Statistics 2021-05-05 Yunpu Ma , Volker Tresp

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

Unobserved spatial confounding variables are prevalent in environmental and ecological applications where the system under study is complex and the data are often observational. Instrumental variables (IVs) are a common way to address…

Methodology · Statistics 2021-03-02 Andrew Giffin , Brian J. Reich , Shu Yang , Ana G. Rappold

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

Econometrics · Economics 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

Methodology · Statistics 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

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

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

Econometrics · Economics 2023-01-12 Tadao Hoshino

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

We introduce two families of stochastic interventions with discrete treatments that connect causal modeling to cost-sensitive decision making. The interventions arise from a cost-penalized information projection of the independent product…

Methodology · Statistics 2026-01-21 Johan de Aguas

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead…

Methodology · Statistics 2025-04-02 Yi Zhang , Kosuke Imai

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

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

Policy-relevant treatment effect estimation in a marketplace setting requires taking into account both the direct benefit of the treatment and any spillovers induced by changes to the market equilibrium. The standard way to address these…

Econometrics · Economics 2025-02-04 Evan Munro , Xu Kuang , Stefan Wager

We introduce three concepts that describe an agent's incentives: response incentives indicate which variables in the environment, such as sensitive demographic information, affect the decision under the optimal policy. Instrumental control…

Artificial Intelligence · Computer Science 2025-06-24 Ryan Carey , Eric Langlois , Chris van Merwijk , Shane Legg , Tom Everitt

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

The most widely discussed methods for estimating the Average Causal Effect/Average Treatment Effect are those for intervention in discrete binary variables whose value represents intervention/non-intervention groups. On the other hand,…

Machine Learning · Statistics 2022-03-21 Yoshiaki Kitazawa

Causal effect estimation in networked systems is central to data-driven decision making. In such settings, interventions on one unit can spill over to others, and in complex physical or social systems, the interaction pathways driving these…

Machine Learning · Statistics 2025-11-27 Sadegh Shirani , Mohsen Bayati

We study causal inference in randomized experiments (or quasi-experiments) following a $2\times 2$ factorial design. There are two treatments, denoted $A$ and $B$, and units are randomly assigned to one of four categories: treatment $A$…

Econometrics · Economics 2024-12-12 Mate Kormos , Robert P. Lieli , Martin Huber

Unmeasured confounding, unethical exposure, and ill-defined interventions pose significant challenges to evaluating policy-relevant mediation estimands in medicine and public health. In observational studies involving harmful exposures, the…

Methodology · Statistics 2026-05-12 Yang Bai , Yifan Cui , Baoluo Sun
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