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Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

统计方法学 · 统计学 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

统计方法学 · 统计学 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

计量经济学 · 经济学 2020-07-10 Phillip Heiler

An important concern in an observational study is whether or not there is unmeasured confounding, i.e., unmeasured ways in which the treatment and control groups differ before treatment that affect the outcome. We develop a test of whether…

统计方法学 · 统计学 2016-01-26 Zijian Guo , Jing Cheng , Scott A. Lorch , Dylan S. Small

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

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

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

In observational studies, potential unobserved confounding is a major barrier in isolating the average causal effect (ACE). In these scenarios, two main approaches are often used: confounder adjustment for causality (CAC) and instrumental…

统计方法学 · 统计学 2024-11-26 Roy S. Zawadzki , Daniel L. Gillen

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments' validity; a valid instrument must not have a…

统计方法学 · 统计学 2014-09-23 Hyunseung Kang , Anru Zhang , T. Tony Cai , Dylan S. Small

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

统计方法学 · 统计学 2022-05-12 Chan Park , Hyunseung Kang

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…

统计方法学 · 统计学 2023-04-04 David Carl , Corinne Emmenegger , Peter Bühlmann , Zijian Guo

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

统计方法学 · 统计学 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

统计方法学 · 统计学 2020-06-16 Gyuhyeong Goh , Jisang Yu

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

计量经济学 · 经济学 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Causal effect estimation relies on separating the variation in the outcome into parts due to the treatment and due to the confounders. To achieve this separation, practitioners often use external sources of randomness that only influence…

机器学习 · 计算机科学 2021-02-03 Aahlad Manas Puli , Rajesh Ranganath

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…

统计方法学 · 统计学 2023-09-07 Valentin Vancak , Arvid Sjölander

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

计量经济学 · 经济学 2021-08-10 Stephen Coussens , Jann Spiess

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

统计方法学 · 统计学 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang