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Motivated by conflicting conclusions regarding hydrocortisone's treatment effect on ICU patients with vasopressor-dependent septic shock, we developed a novel instrumental variable (IV) estimator to assess the average treatment effect (ATE)…

统计方法学 · 统计学 2025-03-18 Runjia Li , Victor B. Talisa , Chung-Chou H. Chang

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

统计方法学 · 统计学 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

The ISCHEMIA Trial randomly assigned patients with ischemic heart disease to an invasive treatment strategy centered on revascularization with a control group assigned non-invasive medical therapy. As is common in such ``strategy trials,''…

计量经济学 · 经济学 2025-01-06 Joshua D. Angrist , Bruno Ferman , Carol Gao , Peter Hull , Otavio L. Tecchio , Robert W. Yeh

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…

统计方法学 · 统计学 2017-02-21 Thai Pham , Weixin Chen

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

机器学习 · 计算机科学 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

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…

统计方法学 · 统计学 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

统计方法学 · 统计学 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

It is well-known that, without restricting treatment effect heterogeneity, instrumental variable (IV) methods only identify "local" effects among compliers, i.e., those subjects who take treatment only when encouraged by the IV. Local…

统计方法学 · 统计学 2019-06-03 Edward H. Kennedy , Sivaraman Balakrishnan , Max G'Sell

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

统计方法学 · 统计学 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

Estimating dynamic treatment regimes (DTRs) from retrospective observational data is challenging as some degree of unmeasured confounding is often expected. In this work, we develop a framework of estimating properly defined "optimal" DTRs…

统计方法学 · 统计学 2021-04-19 Shuxiao Chen , Bo Zhang

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

统计方法学 · 统计学 2022-09-27 Andrew Ying

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

统计方法学 · 统计学 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

统计理论 · 数学 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…

统计理论 · 数学 2017-08-10 Zijian Guo , Hyunseung Kang , T. Tony Cai , Dylan S. Small

Exclusion and exogeneity are core assumptions in instrumental variable (IV) analyses, but their empirical validity is often debated. This paper develops new sensitivity analyses for these assumptions. Our results accommodate arbitrary…

计量经济学 · 经济学 2026-04-10 Paul Diegert , Matthew A. Masten , Alexandre Poirier

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…

统计计算 · 统计学 2021-08-13 Fabian Dunker

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

统计方法学 · 统计学 2013-03-26 Tao Liu , Joseph W. Hogan

The hypothesis of homogeneous treatment effects is central to the instrumental variables literature. This assumption signifies that treatment effects are constant across all subjects. It allows to interpret instrumental variable estimates…

计量经济学 · 经济学 2023-04-17 Jad Beyhum , Jean-Pierre Florens , Elia Lapenta , Ingrid Van Keilegom