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Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…

统计方法学 · 统计学 2026-01-27 Yafang Deng , Kang Shuai , Shanshan Luo

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…

统计方法学 · 统计学 2022-10-06 Charles Spanbauer , Wei Pan

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…

统计方法学 · 统计学 2014-10-02 Guido W. Imbens

We provide a Copula-based approach to test the exogeneity of instrumental variables in linear regression models. We show that the exogeneity of instrumental variables is equivalent to the exogeneity of their standard normal transformations…

统计方法学 · 统计学 2024-01-30 Seyed Morteza Emadi

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

统计方法学 · 统计学 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…

统计方法学 · 统计学 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

This paper uses model symmetries in the instrumental variable (IV) regression to derive an invariant test for the causal structural parameter. Contrary to popular belief, we show that there exist model symmetries when equation errors are…

统计理论 · 数学 2021-09-02 Marcelo J. Moreira , Mahrad Sharifvaghefi , Geert Ridder

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

计量经济学 · 经济学 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…

统计方法学 · 统计学 2019-07-10 Jacqueline A Mauro , Edward H Kennedy , Daniel Nagin

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

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

人工智能 · 计算机科学 2013-01-07 Jin Tian , Judea Pearl

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

This paper provides partial identification of various binary choice models with misreported dependent variables. We propose two distinct approaches by exploiting different instrumental variables respectively. In the first approach, the…

计量经济学 · 经济学 2024-01-31 Orville Mondal , Rui Wang

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…

统计方法学 · 统计学 2019-07-04 Zach Branson , Luke Keele

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

We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables, namely covariates to be controlled for and suspected instruments, building on the test by…

计量经济学 · 经济学 2024-06-21 Martin Huber , Kevin Kloiber , Lukas Laffers

This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the identified sets for the treatment parameters of interest in the…

计量经济学 · 经济学 2025-10-03 Pedro Picchetti

Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heterogeneous causal effect models when the instruments are…

计量经济学 · 经济学 2025-02-11 Zhenting Sun , Kaspar Wüthrich

Mobile health studies can leverage longitudinal sensor data from smartphones to guide the application of personalized medical interventions. In this paper, we propose that adoption of an instrumental variable approach for randomized trials…

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

统计方法学 · 统计学 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen