Related papers: A Multiplicative Instrumental Variable Model for D…

This paper proposes a general multiple imputation approach for analyzing large-scale data with missing values. An imputation model is derived from a joint distribution induced by a latent variable model, which can flexibly capture…

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the…

Experiments studying get-out-the-vote (GOTV) efforts estimate the causal effect of various mobilization efforts on voter turnout. However, there is often substantial noncompliance in these studies. A usual approach is to use an instrumental…

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method,…

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively…

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…

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike existing approaches that typically impose slope-parameter…

In this note, we propose to use sparse methods (e.g. LASSO, Post-LASSO, sqrt-LASSO, and Post-sqrt-LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments in…

Missing data often result in undesirable bias and loss of efficiency. These issues become substantial when the response mechanism is nonignorable, meaning that the response model depends on unobserved variables. To manage nonignorable…