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Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

统计方法学 · 统计学 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

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

Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…

统计方法学 · 统计学 2015-10-08 Stijn Vansteelandt , Vanessa Didelez

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

机器学习 · 计算机科学 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

统计方法学 · 统计学 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

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

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

In a causal graphical model, an instrument for a variable X and its effect Y is a random variable that is a cause of X and independent of all the causes of Y except X. (Pearl (1995), Spirtes et al (2000)). Instrumental variables can be used…

统计方法学 · 统计学 2013-01-14 Tianjiao Chu , Richard Scheines , Peter L. Spirtes

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

统计方法学 · 统计学 2016-02-03 Zijian Guo , Dylan Small

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Observational genome-wide association studies are now widely used for causal inference in genetic epidemiology. To maintain privacy, such data is often only publicly available as summary statistics, and often studies for the endogenous…

统计方法学 · 统计学 2024-11-26 Shimeng Huang , Niklas Pfister , Jack Bowden

Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…

统计方法学 · 统计学 2025-12-22 Ratbek Dzhumashev , Ainura Tursunalieva

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

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

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

Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…

统计方法学 · 统计学 2018-12-05 Amit Sharma

A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…

统计理论 · 数学 2017-08-10 Zijian Guo , Hyunseung Kang , T. Tony Cai , Dylan S. Small

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

统计方法学 · 统计学 2023-04-18 Zijian Guo

Instrumental variables estimation has gained considerable traction in recent decades as a tool for causal inference, particularly amongst empirical researchers. This paper makes three contributions. First, we provide a detailed theoretical…

计量经济学 · 经济学 2021-04-27 Aiwei Huang , Madhurima Chandra , Laura Malkhasyan
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