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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…

Econometrics · Economics 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

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…

Methodology · Statistics 2018-12-05 Amit Sharma

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…

Methodology · Statistics 2025-09-23 Zhonghua Liu , Baoluo Sun , Ting Ye , David Richardson , Eric Tchetgen Tchetgen

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

Methodology · Statistics 2018-01-04 Torben Martinussen , Stijn Vansteelandt

Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in…

Methodology · Statistics 2026-03-11 Ashish Patel , Francis J DiTraglia , Stephen Burgess

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan

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

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…

Applications · Statistics 2016-06-22 Elias Chaibub Neto

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

Many researchers have applied classical statistical decision theory to evaluate treatment choices and learn optimal policies. However, because this framework is based solely on realized outcomes under chosen decisions and ignores…

Statistics Theory · Mathematics 2025-10-21 Benedikt Koch , Kosuke Imai

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.…

Methodology · Statistics 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

We investigate the limitations of random trials when the cause of interest is confounded with the effect by formalizing a counterfactual policy-space where the agent's natural predilection is input to a soft-intervention.

Artificial Intelligence · Computer Science 2022-06-07 Erik Skalnes

It is well-known that, without restricting treatment effect heterogeneity, instrumental variable (IV) methods only identify "local" effects among compliers, i.e., those subjects who take treatment only when encouraged by the IV. Local…

Methodology · Statistics 2019-06-03 Edward H. Kennedy , Sivaraman Balakrishnan , Max G'Sell

Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…

Methodology · Statistics 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

Econometrics · Economics 2025-01-28 Bruno Ferman , Otávio Tecchio

Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption,…

Machine Learning · Statistics 2021-11-05 Nikolai Miklin , Mariami Gachechiladze , George Moreno , Rafael Chaves