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Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

Methodology · Statistics 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

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

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

Econometrics · Economics 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

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…

Machine Learning · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

Econometrics · Economics 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

In both observational studies and randomized trials, post-treatment events such as dropout, nonadherence, and truncation by death occur frequently. In some studies, conditioning on post-treatment variables is a deliberate strategy to…

Methodology · Statistics 2026-04-24 Marco Piccininni , Mats J. Stensrud

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

Econometrics · Economics 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

Methodology · Statistics 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Scientists regularly pose questions about treatment effects on outcomes conditional on a post-treatment event. However, causal inference in such settings requires care, even in perfectly executed randomized experiments. Recently, the…

Methodology · Statistics 2026-02-19 Chan Park , Mats Stensrud , Eric Tchetgen Tchetgen

Estimating the conditional average treatment effect (CATE) from observational data is relevant for many applications such as personalized medicine. Here, we focus on the widespread setting where the observational data come from multiple…

Machine Learning · Computer Science 2024-06-05 Jonas Schweisthal , Dennis Frauen , Mihaela van der Schaar , Stefan Feuerriegel

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…

Methodology · Statistics 2021-10-22 Steven G. Xu , Brian J. Reich

The average treatment effect (ATE) is commonly used to quantify the main effect of a binary treatment on an outcome. Extensions to continuous treatments are usually based on the dose-response curve or shift interventions, but both require…

Statistics Theory · Mathematics 2026-03-02 Oliver J. Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Observational genome-wide association studies are now widely used for causal inference in genetic epidemiology. To maintain privacy, such data is often only publicly available as summary statistics, and often studies for the endogenous…

Methodology · Statistics 2024-11-26 Shimeng Huang , Niklas Pfister , Jack Bowden

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…

Methodology · Statistics 2019-07-04 Zach Branson , Luke Keele

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

Econometrics · Economics 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge
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