Related papers: Evaluating Counterfactual Policies Using Instrumen…
Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…
Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…
Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…
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…
This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…
We propose a method for defining, identifying, and estimating the marginal treatment effect (MTE) without imposing the instrumental variable (IV) assumptions of independence, exclusion, and separability (or monotonicity). Under a new…
This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…
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…
Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…
We study counterfactual prediction under assignment bias and propose a mathematically grounded, information-theoretic approach that removes treatment-covariate dependence without adversarial training. Starting from a bound that links the…
Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…
Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…
In an empirical study of persuasion, researchers often use a binary instrument to encourage individuals to consume information and take some action. We show that, with a binary Imbens-Angrist instrumental variable model and the monotone…
Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…
This paper provides a solution to the evaluation of treatment effects in selective samples when neither instruments nor parametric assumptions are available. We provide sharp bounds for average treatment effects under a conditional…
Counterfactuals are central in causal human reasoning and the scientific discovery process. The uplift, also called conditional average treatment effect, measures the causal effect of some action, or treatment, on the outcome of an…
Sensitivity analysis for unmeasured confounding under incremental propensity score interventions remains relatively underdeveloped. Incremental interventions define stochastic treatment regimes by multiplying the odds of treatment, offering…
Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…
Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…
A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable…