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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

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

统计方法学 · 统计学 2023-04-18 Zijian Guo

This paper addresses the weak instruments problem in linear instrumental variable models from a Bayesian perspective. The new approach has two components. First, a novel predictor-dependent shrinkage prior is developed for the many…

统计方法学 · 统计学 2014-08-05 P. Richard Hahn , Hedibert Lopes

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

统计方法学 · 统计学 2025-03-18 Jordan Penn , Lee M. Gunderson , Gecia Bravo-Hermsdorff , Ricardo Silva , David S. Watson

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

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

统计方法学 · 统计学 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

统计方法学 · 统计学 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…

统计方法学 · 统计学 2019-07-16 Darren Homrighausen , Daniel J. McDonald

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

统计方法学 · 统计学 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

统计理论 · 数学 2012-02-24 Alois Kneip , Pascal Sarda

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

统计方法学 · 统计学 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the…

计量经济学 · 经济学 2021-02-23 Jau-er Chen , Chien-Hsun Huang , Jia-Jyun Tien

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

统计理论 · 数学 2023-02-22 Søren Wengel Mogensen

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

统计方法学 · 统计学 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

统计方法学 · 统计学 2019-07-30 M. Usaid Awan , Yameng Liu , Marco Morucci , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…

统计方法学 · 统计学 2021-07-07 Dominik Rothenhäusler

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…

统计方法学 · 统计学 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

统计方法学 · 统计学 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

定量方法 · 定量生物学 2018-10-12 Fabian Fröhlich , Carolin Loos , Jan Hasenauer

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

统计理论 · 数学 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper