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Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

统计方法学 · 统计学 2022-07-01 Sai Li , Zijian Guo

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

统计方法学 · 统计学 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

统计方法学 · 统计学 2024-11-05 Miruna Oprescu , Nathan Kallus

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

统计方法学 · 统计学 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

统计方法学 · 统计学 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

计量经济学 · 经济学 2025-06-18 Moses Stewart

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

计量经济学 · 经济学 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

The instrumental variable method is a prominent approach to recover under certain conditions, valid inference about a treatment causal effect even when unmeasured confounding might be present. In a groundbreaking paper, Imbens and Angrist…

统计方法学 · 统计学 2025-08-13 Eric J Tchetgen Tchetgen

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

统计理论 · 数学 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

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

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

We develop point-identification for the local average treatment effect when the binary treatment contains a measurement error. The standard instrumental variable estimator is inconsistent for the parameter since the measurement error is…

计量经济学 · 经济学 2018-04-11 Takahide Yanagi

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

计量经济学 · 经济学 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

统计方法学 · 统计学 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

计量经济学 · 经济学 2025-01-28 Bruno Ferman , Otávio Tecchio

Although treatment effects can be estimated from observed outcome distributions obtained from proper randomization in clinical trials, covariate adjustment is recommended to increase precision. For important treatment effects, such as odds…

统计方法学 · 统计学 2025-07-03 Susanne Dandl , Torsten Hothorn

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

计量经济学 · 经济学 2026-02-13 Sho Miyaji

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 empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

统计方法学 · 统计学 2019-02-20 Jason Abrevaya , Haiqing Xu

Conventional causal estimands, such as the average treatment effect (ATE), capture how the mean outcome in a population or subpopulation would change if all units were assigned to treatment versus control. Real-world policy changes,…

统计方法学 · 统计学 2025-12-12 Xiang Zhou , Aleksei Opacic