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相关论文: Robust causal inference with continuous instrument…

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Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

统计方法学 · 统计学 2012-06-26 Roland R. Ramsahai

Continuous treatments (e.g., doses) arise often in practice, but many available causal effect estimators are limited by either requiring parametric models for the effect curve, or by not allowing doubly robust covariate adjustment. We…

统计方法学 · 统计学 2017-04-21 Edward H. Kennedy , Zongming Ma , Matthew D. McHugh , Dylan S. Small

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

统计理论 · 数学 2017-05-22 Takuya Ura

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

统计方法学 · 统计学 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

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 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

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

机器学习 · 统计学 2015-11-10 Ricardo Silva , Shohei Shimizu

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

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng

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

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

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

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

统计方法学 · 统计学 2025-03-18 Jordan Penn , Lee M. Gunderson , Gecia Bravo-Hermsdorff , Ricardo Silva , David S. Watson

Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption,…

机器学习 · 统计学 2021-11-05 Nikolai Miklin , Mariami Gachechiladze , George Moreno , Rafael Chaves

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

统计方法学 · 统计学 2025-08-13 Charles R. Doss

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

统计方法学 · 统计学 2025-04-17 Jing Zou , Wei Li , Wei Lin

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

统计方法学 · 统计学 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

统计方法学 · 统计学 2023-04-19 Janie Coulombe , Shu Yang

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

We study the properties of the score confidence set for the local average treatment effect in non and semiparametric instrumental variable models. This confidence set is constructed by inverting a score test based on an estimate of the…

统计理论 · 数学 2025-06-13 Ezequiel Smucler , Ludovico Lanni , David Masip