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Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

统计方法学 · 统计学 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

计量经济学 · 经济学 2023-08-08 Sukjin Han , Shenshen Yang

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

统计方法学 · 统计学 2025-04-25 Kevin Christian Wibisono , Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

统计理论 · 数学 2020-09-24 Niwen Zhou , Lixing Zhu

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

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…

统计方法学 · 统计学 2025-10-30 Miruna Oprescu , Brian M Cho , Nathan Kallus

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

计量经济学 · 经济学 2022-05-24 Tadao Hoshino , Takahide Yanagi

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

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Treatment-induced confounders complicate analyses of time-varying treatment effects and causal mediation. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce spurious…

应用统计 · 统计学 2018-08-24 Geoffrey T. Wodtke , Zahide Alaca , Xiang Zhou

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

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

统计理论 · 数学 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

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

In semi-logarithmic regressions, treatment coefficients are often interpreted as approximations of the average treatment effect (ATE) in percentage points. This paper highlights the overlooked bias of this approximation under treatment…

计量经济学 · 经济学 2026-02-04 Ying Zeng

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

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the…

计量经济学 · 经济学 2025-05-02 Federico A. Bugni , Mengsi Gao , Filip Obradovic , Amilcar Velez

The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) allow for the identification of the local average treatment effect, also known as the complier average causal effect. However, many empirical studies are…

统计方法学 · 统计学 2024-12-12 Shuozhi Zuo , Peng Ding , Fan Yang

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

统计方法学 · 统计学 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

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