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This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven…

Statistics Theory · Mathematics 2013-08-15 Susanne M. Schennach

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. Recently, many flexible machine learning methods have been developed for instrumental variable estimation. However, these methods have at least one…

Machine Learning · Statistics 2023-02-13 Andrew Bennett , Nathan Kallus , Xiaojie Mao , Whitney Newey , Vasilis Syrgkanis , Masatoshi Uehara

This paper proposes computationally efficient methods that can be used for instrumental variable quantile regressions (IVQR) and related methods with statistical guarantees. This is much needed when we investigate heterogenous treatment…

Econometrics · Economics 2019-09-06 Yinchu Zhu

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

Artificial Intelligence · Computer Science 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimation of a nonlinear functional of an ill-posed inverse…

Statistics Theory · Mathematics 2022-02-10 Christoph Breunig , Xiaohong Chen

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

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

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…

Econometrics · Economics 2025-10-28 Haruki Kono

Instrumental variables (IVs) are crucial for addressing unobservable confounders, yet their stringent exogeneity assumptions pose significant challenges in networked data. Existing methods typically rely on modelling neighbour information…

Artificial Intelligence · Computer Science 2026-02-10 Zhirong Huang , Debo Cheng , Guixian Zhang , Yi Wang , Jiuyong Li , Shichao Zhang

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…

Methodology · Statistics 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

Methodology · Statistics 2025-08-06 Leonard Wainstein , Chad Hazlett

The defining challenge for causal inference from observational data is the presence of `confounders', covariates that affect both treatment assignment and the outcome. To address this challenge, practitioners collect and adjust for the…

Machine Learning · Computer Science 2021-07-28 Claudia Shi , Victor Veitch , David Blei

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

Machine Learning · Computer Science 2026-05-14 Vahid Balazadeh , Hamidreza Kamkari , Medha Barath , Ricardo Silva , Rahul G. Krishnan

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…

Machine Learning · Statistics 2026-01-22 Felix Schur , Niklas Pfister , Peng Ding , Sach Mukherjee , Jonas Peters

Despite having achieved great success for sentiment analysis, existing neural models struggle with implicit sentiment analysis. This may be due to the fact that they may latch onto spurious correlations ("shortcuts", e.g., focusing only on…

Computation and Language · Computer Science 2022-08-22 Siyin Wang , Jie Zhou , Changzhi Sun , Junjie Ye , Tao Gui , Qi Zhang , Xuanjing Huang

In a variety of applications, including nonparametric instrumental variable (NPIV) analysis, proximal causal inference under unmeasured confounding, and missing-not-at-random data with shadow variables, we are interested in inference on a…

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Statistics Theory · Mathematics 2010-10-20 Pang Du , Shuangge Ma , Hua Liang

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

Methodology · Statistics 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu