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When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

In this paper I derive a set of testable implications for econometric models defined by three assumptions: (i) the existence of strictly exogenous discrete instruments, (ii) restrictions on how the instruments affect adoption of a finite…

Econometrics · Economics 2026-01-22 Ricardo E. Miranda

With the increasing availability of datasets, developing data fusion methods to leverage the strengths of different datasets to draw causal effects is of great practical importance to many scientific fields. In this paper, we consider…

Methodology · Statistics 2023-07-18 Yijiao Zhang , Zhongyi Zhu

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

The marginal structure quantile model (MSQM) provides a unique lens to understand the causal effect of a time-varying treatment on the full distribution of potential outcomes. Under the semiparametric framework, we derive the efficiency…

Methodology · Statistics 2024-02-13 Chao Cheng , Liangyuan Hu , Fan Li

Mendelian randomization (MR) is a widely-used method to estimate the causal relationship between a risk factor and disease. A fundamental part of any MR analysis is to choose appropriate genetic variants as instrumental variables.…

Methodology · Statistics 2023-04-26 Ashish Patel , Francis J. DiTraglia , Verena Zuber , Stephen Burgess

NOTE: This preprint has a flawed theoretical formulation. Please avoid it and refer to the ICLR22 publication https://openreview.net/forum?id=q7n2RngwOM. Also, arXiv:2109.15062 contains some new ideas on unobserved Confounding. As an…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Methodology · Statistics 2016-02-03 Zijian Guo , Dylan Small

A common issue in learning decision-making policies in data-rich settings is spurious correlations in the offline dataset, which can be caused by hidden confounders. Instrumental variable (IV) regression, which utilises a key unconfounded…

Machine Learning · Computer Science 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

Path-specific effects are a broad class of mediated effects from an exposure to an outcome via one or more causal pathways with respect to some subset of intermediate variables. The majority of the literature concerning estimation of…

Methodological development of the Model-implied Instrumental Variable (MIIV) estimation framework has proved fruitful over the last three decades. Major milestones include Bollen's (1996) original development of the MIIV estimator and its…

Methodology · Statistics 2025-01-08 Zachary F. Fisher , Kenneth A. Bollen

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

OC-DeepIV is a neural network model designed for estimating causal effects. It characterizes heterogeneity by adding interaction features and reduces redundancy through orthogonal constraints. The model includes two feature extractors, one…

Econometrics · Economics 2025-06-04 Shunxin Yao

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

Machine Learning · Computer Science 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

For linear regression models who are not exactly sparse in the sense that the coefficients of the insignificant variables are not exactly zero, the working models obtained by a variable selection are often biased. Even in sparse cases,…

Methodology · Statistics 2014-07-17 Lu Lin , Lixing Zhu , Yujie Gai

The mixture cure rate model is the most commonly used cure rate model in the literature. In the context of mixture cure rate model, the standard approach to model the effect of covariates on the cured or uncured probability is to use a…

Methodology · Statistics 2022-08-23 Suvra Pal , Yingwei Peng , Sandip Barui , Pei Wang