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We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

统计方法学 · 统计学 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

Let Y be an outcome of interest, X a vector of treatment measures, and W a vector of pre-treatment control variables. Here X may include (combinations of) continuous, discrete, and/or non-mutually exclusive "treatments". Consider the linear…

计量经济学 · 经济学 2018-10-31 Bryan S. Graham , Cristine Campos de Xavier Pinto

In this paper, we study causal inference when the treatment variable is an aggregation of multiple sub-treatment variables. Researchers often report marginal causal effects for the aggregated treatment, implicitly assuming that the target…

计量经济学 · 经济学 2026-01-08 Carolina Caetano , Gregorio Caetano , Brantly Callaway , Derek Dyal

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…

统计方法学 · 统计学 2025-04-08 Corinne Emmenegger , Meta-Lina Spohn , Timon Elmer , Peter Bühlmann

This paper considers conducting inference about the effect of a treatment (or exposure) on an outcome of interest. In the ideal setting where treatment is assigned randomly, under certain assumptions the treatment effect is identifiable…

统计方法学 · 统计学 2015-03-06 Amy Richardson , Michael G. Hudgens , Peter B. Gilbert , Jason P. Fine

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

人工智能 · 计算机科学 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

计量经济学 · 经济学 2025-01-28 Whitney K. Newey , Sami Stouli

In this paper, I study the nonparametric identification and estimation of the marginal effect of an endogenous variable $X$ on the outcome variable $Y$, given a potentially mismeasured instrument variable $W^*$, without assuming linearity…

计量经济学 · 经济学 2024-04-23 Shaomin Wu

The problem of endogeneity in statistics and econometrics is often handled by introducing instrumental variables (IV) which fulfill the mean independence assumption, i.e. the unobservable is mean independent of the instruments. When full…

统计计算 · 统计学 2021-08-13 Fabian Dunker

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. IV analyses can be used both to analyze randomized trials with noncompliance and as a form of natural experiment. In these analyses,…

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

统计方法学 · 统计学 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

统计理论 · 数学 2026-05-25 Carlos García Meixide , Mark J. van der Laan

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

统计方法学 · 统计学 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…

应用统计 · 统计学 2016-06-22 Elias Chaibub Neto

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

统计理论 · 数学 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…

统计方法学 · 统计学 2022-07-08 Jichang Yu , Haibo Zhou , Jianwen Cai

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

机器学习 · 计算机科学 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using…

统计方法学 · 统计学 2020-06-16 Kara E Rudolph , Oleg Sofrygin , Mark J van der Laan

Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…

机器学习 · 计算机科学 2024-10-22 Khurram Yamin , Vibhhu Sharma , Ed Kennedy , Bryan Wilder