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Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

统计方法学 · 统计学 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

Significant treatment effects are often emphasized when interpreting and summarizing empirical findings in studies that estimate multiple, possibly many, treatment effects. Under this kind of selective reporting, conventional treatment…

计量经济学 · 经济学 2025-12-11 Andreas Dzemski , Ryo Okui , Wenjie Wang

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

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…

计量经济学 · 经济学 2025-06-18 Moses Stewart

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…

计量经济学 · 经济学 2024-05-27 Thomas Wiemann

The ISCHEMIA Trial randomly assigned patients with ischemic heart disease to an invasive treatment strategy centered on revascularization with a control group assigned non-invasive medical therapy. As is common in such ``strategy trials,''…

计量经济学 · 经济学 2025-01-06 Joshua D. Angrist , Bruno Ferman , Carol Gao , Peter Hull , Otavio L. Tecchio , Robert W. Yeh

We consider the efficient estimation of total causal effects in the presence of unmeasured confounding using conditional instrumental sets. Specifically, we consider the two-stage least squares estimator in the setting of a linear…

统计理论 · 数学 2023-11-07 Leonard Henckel , Martin Buttenschön , Marloes H. Maathuis

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

机器学习 · 计算机科学 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

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,…

Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially…

统计方法学 · 统计学 2024-02-06 Ziya Xu , Sai Li

In theory, two-stage least squares (TSLS) identifies a weighted average of covariate-specific local average treatment effects (LATEs) from a saturated specification, without making parametric assumptions on how available covariates enter…

计量经济学 · 经济学 2024-12-03 Tom Boot , Didier Nibbering

Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…

统计方法学 · 统计学 2017-06-06 Sai Li

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

统计方法学 · 统计学 2024-08-07 Lucas Kook , Niklas Pfister

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

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

计量经济学 · 经济学 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

统计理论 · 数学 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

统计理论 · 数学 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

A common issue in learning decision-making policies in data-rich settings is spurious correlations in the offline dataset, which can be caused by hidden confounders. Instrumental variable (IV) regression, which utilises a key unconfounded…

机器学习 · 计算机科学 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

机器学习 · 统计学 2017-06-02 Alexander Peysakhovich , Dean Eckles

When proxies (external instruments) used to identify target structural shocks are weak, inference in proxy-SVARs (SVAR-IVs) is nonstandard and the construction of asymptotically valid confidence sets for the impulse responses of interest…

计量经济学 · 经济学 2023-10-20 Giovanni Angelini , Giuseppe Cavaliere , Luca Fanelli