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相关论文: Instrumental Variables Estimation with Some Invali…

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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…

统计方法学 · 统计学 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

统计方法学 · 统计学 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

The method of multivariable Mendelian randomization uses genetic variants to instrument multiple exposures, to estimate the effect that a given exposure has on an outcome conditional on all other exposures included in a linear model.…

统计方法学 · 统计学 2024-08-20 Ashish Patel , James Lane , Stephen Burgess

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

机器学习 · 计算机科学 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

计量经济学 · 经济学 2023-10-11 Zhenting Sun

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…

统计方法学 · 统计学 2023-09-07 Valentin Vancak , Arvid Sjölander

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

机器学习 · 计算机科学 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

机器学习 · 计算机科学 2023-06-23 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc Duy Le , Jixue Liu

Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…

统计方法学 · 统计学 2025-12-22 Ratbek Dzhumashev , Ainura Tursunalieva

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

统计方法学 · 统计学 2025-08-05 Xinpei Wang , Tao Huang , Jinzhu Jia

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

机器学习 · 统计学 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

机器学习 · 统计学 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

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…

统计方法学 · 统计学 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

统计方法学 · 统计学 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

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…

统计方法学 · 统计学 2018-01-04 Torben Martinussen , Stijn Vansteelandt

Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian…

统计方法学 · 统计学 2026-04-01 Di Zhang , Minhao Yao , Zhonghua Liu , Baoluo Sun

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

统计方法学 · 统计学 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

统计方法学 · 统计学 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

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…

统计方法学 · 统计学 2016-02-03 Zijian Guo , Dylan Small

In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures…

统计方法学 · 统计学 2025-11-06 Dingke Tang , Dehan Kong , Linbo Wang