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Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

计量经济学 · 经济学 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

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…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

Instrumental variables (IV) estimation suffers selection bias when the analysis conditions on the treatment. Judea Pearl's early graphical definition of instrumental variables explicitly prohibited conditioning on the treatment.…

计量经济学 · 经济学 2020-05-20 Felix Elwert , Elan Segarra

The ICH E9 (R1) addendum on estimands, coupled with recent advancements in causal inference, has prompted a shift towards using model-free treatment effect estimands that are more closely aligned with the underlying scientific question.…

统计方法学 · 统计学 2024-10-11 Stijn Vansteelandt , Kelly Van Lancker

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

统计方法学 · 统计学 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…

统计方法学 · 统计学 2021-10-19 Siyu Heng , Bo Zhang , Xu Han , Scott A. Lorch , Dylan S. Small

We develop an estimator for applications where the variable of interest is endogenous and researchers have access to aggregate instruments. Our method addresses the critical identification challenge -- unobserved confounding, which renders…

计量经济学 · 经济学 2024-03-19 Dmitry Arkhangelsky , Vasily Korovkin

This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…

计量经济学 · 经济学 2018-09-12 Joel L. Horowitz

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

机器学习 · 统计学 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

统计方法学 · 统计学 2023-04-19 Janie Coulombe , Shu Yang

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:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

Proximal causal inference (PCI) has emerged as a promising framework for identifying and estimating causal effects in the presence of unobserved confounders. While many traditional causal inference methods rely on the assumption of no…

统计方法学 · 统计学 2026-03-17 Grace V. Ringlein , Trang Quynh Nguyen , Peter P. Zandi , Elizabeth A. Stuart , Harsh Parikh

Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both…

人工智能 · 计算机科学 2024-09-27 Abbavaram Gowtham Reddy , Vineeth N Balasubramanian

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…

统计方法学 · 统计学 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

统计方法学 · 统计学 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…

统计方法学 · 统计学 2012-06-18 Manabu Kuroki , Zhihong Cai

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

统计方法学 · 统计学 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…

统计方法学 · 统计学 2021-12-22 Jeremiah Jones , Ashkan Ertefaie , Robert L. Strawderman