Related papers: A Multiplicative Instrumental Variable Model for D…
Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…
Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…
Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…
Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…
Empirical researchers are often interested in not only whether a treatment affects an outcome of interest, but also how the treatment effect arises. Causal mediation analysis provides a formal framework to identify causal mechanisms through…
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,…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…
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…
Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…
Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider…
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…
Instrumental variables (eliminate the bias that afflicts least-squares identification of dynamical systems through noisy data, yet traditionally relies on external instruments that are seldom available for nonlinear time series data. We…
In the instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005), a one-dimensional unobserved rank variable monotonically determines a single potential outcome. In practice, when researchers are interested in…
Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…
We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…
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…
Although the interest in the the use of social and information networks has grown, most inferences on networks assume the data collected represents the complete. However, when ignoring missing data, even when missing completely at random,…
Nonignorable missing outcomes are common in real world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may forgo them in favour of partially…
Studies investigating the causal effects of spatially varying exposures on outcomes often rely on observational and spatially indexed data. A prevalent challenge is unmeasured spatial confounding, where an unobserved spatially varying…