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TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification…

The identification of the network effect is based on either group size variation, the structure of the network or the relative position in the network. I provide easy-to-verify necessary conditions for identification of undirected network…

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

A novel IV estimation method, that we term Locally Trimmed LS (LTLS), is developed which yields estimators with (mixed) Gaussian limit distributions in situations where the data may be weakly or strongly persistent. In particular, we allow…

This paper studies estimation of linear panel regression models with heterogeneous coefficients, when both the regressors and the residual contain a possibly common, latent, factor structure. Our theory is (nearly) efficient, because based…

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…

Due to concerns about parametric model misspecification, there is interest in using machine learning to adjust for confounding when evaluating the causal effect of an exposure on an outcome. Unfortunately, exposure effect estimators that…

Causal mediation analysis aims to estimate the natural direct and indirect effects under clearly specified assumptions. Traditional mediation analysis based on Ordinary Least Squares (OLS) relies on the absence of unmeasured causes of the…

To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts…

We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely…

A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…

As longitudinal data becomes more available in many settings, policy makers are increasingly interested in the effect of time-varying treatments (e.g. sustained treatment strategies). In settings such as this, the preferred analysis…

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

This note develops a simple two-stage least squares (2SLS) procedure to estimate the causal effect of some endogenous regressors on a randomly right censored outcome in the linear model. The proposal replaces the usual ordinary least…

This paper studies the identification and estimation of the optimal linear approximation of a structural regression function. The parameter in the linear approximation is called the Optimal Linear Instrumental Variables Approximation…

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Experiments studying get-out-the-vote (GOTV) efforts estimate the causal effect of various mobilization efforts on voter turnout. However, there is often substantial noncompliance in these studies. A usual approach is to use an instrumental…

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…