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Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

计量经济学 · 经济学 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

计量经济学 · 经济学 2019-01-16 Sukjin Han

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

计量经济学 · 经济学 2026-04-07 Yu-Min Yen

We consider the problem of partial identification, the estimation of bounds on the treatment effects from observational data. Although studied using discrete treatment variables or in specific causal graphs (e.g., instrumental variables),…

机器学习 · 计算机科学 2022-10-18 Vahid Balazadeh , Vasilis Syrgkanis , Rahul G. Krishnan

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

This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the identified sets for the treatment parameters of interest in the…

计量经济学 · 经济学 2025-10-03 Pedro Picchetti

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

计量经济学 · 经济学 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

统计方法学 · 统计学 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

计量经济学 · 经济学 2022-02-15 Brantly Callaway , Sonia Karami

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

机器学习 · 统计学 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

We propose a general approach for inference for a broad class of treatment effect parameters in a setting of a discrete valued treatment and instrument with a general outcome variable. The class of parameters considered are those that can…

计量经济学 · 经济学 2025-11-19 Yuehao Bai , Shunzhuang Huang , Sarah Moon , Andres Santos , Azeem M. Shaikh , Edward J. Vytlacil

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

计量经济学 · 经济学 2021-12-15 Gonzalo Vazquez-Bare

Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…

统计方法学 · 统计学 2020-07-27 Haben Michael , Yifan Cui , Scott Lorch , Eric Tchetgen Tchetgen

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

统计方法学 · 统计学 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

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…

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

机器学习 · 计算机科学 2026-02-10 Liyuan Xu , Bijan Mazaheri

Proximal causal inference provides a framework for estimating the average treatment effect (ATE) in the presence of unmeasured confounding by leveraging outcome and treatment proxies. Identification in this framework relies on the existence…

统计方法学 · 统计学 2025-12-29 Chunrong Ai , Jiawei Shan

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

统计方法学 · 统计学 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

统计方法学 · 统计学 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz