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This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

Econometrics · Economics 2025-09-23 Christophe Bruneel-Zupanc

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…

Machine Learning · Computer Science 2024-12-02 Parjanya Prashant , Ignavier Ng , Kun Zhang , Biwei Huang

Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

General Economics · Economics 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

The origin of adversarial examples is still inexplicable in research fields, and it arouses arguments from various viewpoints, albeit comprehensive investigations. In this paper, we propose a way of delving into the unexpected vulnerability…

Machine Learning · Computer Science 2023-03-07 Junho Kim , Byung-Kwan Lee , Yong Man Ro

To conduct causal inference in observational settings, researchers must rely on certain identifying assumptions. In practice, these assumptions are unlikely to hold exactly. This paper considers the bias of selection-on-observables,…

Methodology · Statistics 2026-03-26 Melody Huang , Cory McCartan

We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…

Machine Learning · Computer Science 2026-01-01 Amir Asiaee , Samhita Pal , James O'quinn , James P. Long

Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation…

Machine Learning · Computer Science 2024-06-21 Yaochen Zhu , Yinhan He , Jing Ma , Mengxuan Hu , Sheng Li , Jundong Li

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple…

Applications · Statistics 2017-01-02 Jason Hartford , Greg Lewis , Kevin Leyton-Brown , Matt Taddy

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

Methodology · Statistics 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

Learning causal structure from observational data is a fundamental challenge in machine learning. However, the majority of commonly used differentiable causal discovery methods are non-identifiable, turning this problem into a continuous…

Machine Learning · Computer Science 2022-09-30 Yu Wang , An Zhang , Xiang Wang , Yancheng Yuan , Xiangnan He , Tat-Seng Chua

Estimating causal effects under networked interference from observational data is a crucial yet challenging problem. Most existing methods mainly rely on the networked unconfoundedness assumption, which guarantees the identification of…

Machine Learning · Computer Science 2026-01-28 Weilin Chen , Ruichu Cai , Jie Qiao , Yuguang Yan , José Miguel Hernández-Lobato

The ability to conduct interventions plays a pivotal role in learning causal relationships among variables, thus facilitating applications across diverse scientific disciplines such as genomics, economics, and machine learning. However, in…

Machine Learning · Statistics 2024-11-04 Abhinav Kumar , Kirankumar Shiragur , Caroline Uhler

Understanding causal relationships between variables is fundamental across scientific disciplines. Most causal discovery algorithms rely on two key assumptions: (i) all variables are observed, and (ii) the underlying causal graph is…

Machine Learning · Computer Science 2026-01-26 Muralikrishnna G. Sethuraman , Faramarz Fekri

The problem of endogeneity in statistics and econometrics is often handled by introducing instrumental variables (IV) which fulfill the mean independence assumption, i.e. the unobservable is mean independent of the instruments. When full…

Computation · Statistics 2021-08-13 Fabian Dunker

This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…

Econometrics · Economics 2025-11-04 Emmanuel Selorm Tsyawo , Abdul-Nasah Soale

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…

Machine Learning · Computer Science 2022-01-19 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Instrumental variable (IV) methods play a central role in causal inference, particularly in settings where treatment assignment is confounded by unobserved variables. IV methods have been extensively developed in recent years and applied…

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