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Many policy evaluations occur in settings where treatment is randomized at the cluster level, and there is treatment noncompliance within each cluster. For example, villages might be assigned to treatment and control, but residents in each…

统计方法学 · 统计学 2019-08-16 Hyunseung Kang , Luke Keele

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

统计理论 · 数学 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

统计方法学 · 统计学 2024-08-07 Lucas Kook , Niklas Pfister

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

机器学习 · 计算机科学 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

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

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

统计方法学 · 统计学 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

统计理论 · 数学 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

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…

综合经济学 · 经济学 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

计量经济学 · 经济学 2018-05-01 Matthew A. Masten , Alexandre Poirier

Unlike other techniques of causality inference, the use of valid instrumental variables can deal with unobserved sources of both variable errors, variable omissions, and sampling bias, and still arrive at consistent estimates of average…

计量经济学 · 经济学 2021-02-17 Øyvind Hoveid

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

统计方法学 · 统计学 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

In pharmacoepidemiology research, instrumental variables (IVs) are variables that strongly predict treatment but have no causal effect on the outcome of interest except through the treatment. There remain concerns about the inclusion of IVs…

统计方法学 · 统计学 2024-03-22 Yuxi Tian , Nicole Pratt , Laura L Hester , George Hripcsak , Martijn J Schuemie , Marc A Suchard

Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. In this paper, we propose that adoption of an instrumental variable approach for randomized trials…

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

统计方法学 · 统计学 2020-06-16 Gyuhyeong Goh , Jisang Yu

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

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

计量经济学 · 经济学 2021-10-01 Kyunghoon Ban , Désiré Kédagni

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

计量经济学 · 经济学 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

计量经济学 · 经济学 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

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…