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This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

计量经济学 · 经济学 2026-05-20 Martin Huber , Jannis Kueck

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

An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of…

人工智能 · 计算机科学 2013-01-14 Blai Bonet

This paper considers the problem of inferring the causal effect of a variable $Z$ on a dependently censored survival time $T$. We allow for unobserved confounding variables, such that the error term of the regression model for $T$ is…

统计理论 · 数学 2024-10-02 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

计量经济学 · 经济学 2024-12-23 Gordon Burtch , Edward McFowland , Mochen Yang , Gediminas Adomavicius

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

应用统计 · 统计学 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

统计方法学 · 统计学 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

统计方法学 · 统计学 2014-01-03 Matthew A. Masten , Alexander Torgovitsky

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

Instrumental variable (IV) analysis is widely used in fields such as economics and epidemiology to address unobserved confounding and measurement error when estimating the causal effects of intermediate covariates on outcomes. However,…

统计方法学 · 统计学 2025-09-16 Zian Zhuang , Hua Zhou , Jin Zhou , Gang Li

In social science researches, causal inference regarding peer effects often faces significant challenges due to homophily bias and contextual confounding. For example, unmeasured health conditions (e.g., influenza) and psychological states…

统计方法学 · 统计学 2025-04-29 Shanshan Luo , Kang Shuai , Yechi Zhang , Wei Li , Yangbo He

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

统计方法学 · 统计学 2022-06-06 Shunichiro Orihara

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

This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…

统计方法学 · 统计学 2021-02-24 Takuya Ura

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

统计方法学 · 统计学 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are…

机器学习 · 统计学 2020-06-08 Andrew Bennett , Nathan Kallus , Tobias Schnabel

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

统计理论 · 数学 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

With nonignorable nonresponse, an effective method to construct valid estimators of population parameters is to use a covariate vector called instrument that can be excluded from the nonresponse propensity but are still useful covariate…

统计方法学 · 统计学 2025-09-17 Ji Chen , Jun Shao