中文
相关论文

相关论文: Control Function Instrumental Variable Estimation …

200 篇论文

This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…

计量经济学 · 经济学 2024-09-11 Nan Liu , Yanbo Liu , Yuya Sasaki

We derive mean-unbiased estimators for the structural parameter in instrumental variables models with a single endogenous regressor where the sign of one or more first stage coefficients is known. In the case with a single instrument, there…

应用统计 · 统计学 2016-12-05 Isaiah Andrews , Timothy B. Armstrong

Instrumental variables are widely used for estimating causal effects in the presence of unmeasured confounding. The discrete instrumental variable model has testable implications on the law of the observed data. However, current assessments…

统计方法学 · 统计学 2016-11-22 Linbo Wang , James M. Robins , Thomas S. Richardson

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

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

When estimating causal effects from observational studies, researchers often need to adjust for many covariates to deconfound the non-causal relationship between exposure and outcome, among which many covariates are discrete. The behavior…

统计理论 · 数学 2024-05-07 Zhenghao Zeng , Sivaraman Balakrishnan , Yanjun Han , Edward H. Kennedy

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

统计理论 · 数学 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Identification of treatment effects in the presence of unmeasured confounding is a persistent problem in the social, biological, and medical sciences. The problem of unmeasured confounding in settings with multiple treatments is most common…

统计方法学 · 统计学 2022-07-12 Wang Miao , Wenjie Hu , Elizabeth L. Ogburn , Xiaohua Zhou

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

统计方法学 · 统计学 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

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

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

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

统计理论 · 数学 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Most previous studies of the causal relationship between malaria and stunting have been studies where potential confounders are controlled via regression-based methods, but these studies may have been biased by unobserved confounders.…

应用统计 · 统计学 2015-11-11 Hyunseung Kang , Benno Kreuels , Jürgen May , Dylan S. Small

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

计量经济学 · 经济学 2023-12-05 Guido W. Imbens , Davide Viviano

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

机器学习 · 统计学 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

统计方法学 · 统计学 2023-07-03 Klaus-Rudolf Kladny , Julius von Kügelgen , Bernhard Schölkopf , Michael Muehlebach

We study instrumental variable regression in data rich environments. The goal is to estimate a linear model from many noisy covariates and many noisy instruments. Our key assumption is that true covariates and true instruments are…

计量经济学 · 经济学 2025-12-30 Isaac Meza , Rahul Singh

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

统计方法学 · 统计学 2024-10-10 Xinhai Zhang , Xingye Qiao

Understanding how effective high-level NICUs (neonatal intensive care units that have the capacity for sustained mechanical assisted ventilation and high volume) are compared to low-level NICUs is important and valuable for both individual…

应用统计 · 统计学 2014-04-10 Fan Yang , Scott A. Lorch , Dylan S. Small

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