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Limited-information inference on New Keynesian Phillips Curves (NKPCs) and other single-equation macroeconomic relations is characterised by weak and high-dimensional instrumental variables (IVs). Beyond the efficiency concerns previously…

综合经济学 · 经济学 2021-03-23 Max-Sebastian Dovì

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

统计理论 · 数学 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

We provide an inferential framework to assess variable importance for heterogeneous treatment effects. This assessment is especially useful in high-risk domains such as medicine, where decision makers hesitate to rely on black-box treatment…

统计方法学 · 统计学 2026-05-11 Pawel Morzywolek , Peter B. Gilbert , Alex Luedtke

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

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

计量经济学 · 经济学 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…

计量经济学 · 经济学 2023-11-01 Nicolas Apfel , Helmut Farbmacher , Rebecca Groh , Martin Huber , Henrika Langen

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs spectral features - that is, learned features spanning the top…

机器学习 · 统计学 2025-11-27 Dimitri Meunier , Antoine Moulin , Jakub Wornbard , Vladimir R. Kostic , Arthur Gretton

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

机器学习 · 计算机科学 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

Imitation learning from demonstrations usually suffers from the confounding effects of unmeasured variables (i.e., unmeasured confounders) on the states and actions. If ignoring them, a biased estimation of the policy would be entailed. To…

机器学习 · 计算机科学 2025-07-24 Yan Zeng , Shenglan Nie , Feng Xie , Libo Huang , Peng Wu , Zhi Geng

The Influence Function (IF) is a widely used technique for assessing the impact of individual training samples on model predictions. However, existing IF methods often fail to provide reliable influence estimates in deep neural networks,…

机器学习 · 计算机科学 2025-12-02 Xichen Ye , Yifan Wu , Weizhong Zhang , Cheng Jin , Yifan Chen

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…

统计方法学 · 统计学 2025-09-23 Zhonghua Liu , Baoluo Sun , Ting Ye , David Richardson , Eric Tchetgen Tchetgen

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

统计理论 · 数学 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using…

统计方法学 · 统计学 2020-06-16 Kara E Rudolph , Oleg Sofrygin , Mark J van der Laan

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…

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

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

统计方法学 · 统计学 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Unlike other techniques of causality inference, the use of valid instrumental variables can deal with unobserved sources of both variable errors, variable omissions, and sampling bias, and still arrive at consistent estimates of average…

计量经济学 · 经济学 2021-02-17 Øyvind Hoveid

To evaluate the effectiveness of a counterfactual policy, it is often necessary to extrapolate treatment effects on compliers to broader populations. This extrapolation relies on exogenous variation in instruments, which is often weak in…

计量经济学 · 经济学 2026-01-01 Muyang Ren