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The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

机器学习 · 计算机科学 2026-05-14 Vahid Balazadeh , Hamidreza Kamkari , Medha Barath , Ricardo Silva , Rahul G. Krishnan

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

统计方法学 · 统计学 2020-06-16 Gyuhyeong Goh , Jisang Yu

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

Bounding causal effects analytically, rather than numerically, is appealing for its interpretability and conceptual clarity. Existing sharp methods rely on optimization-based approaches such as the Balke-Pearl framework, whose computational…

统计方法学 · 统计学 2026-04-15 Arefe Boushehrian , Mohammad Reza Badri , Sina Akbari , Negar Kiyavash

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 (IV) estimation suffers selection bias when the analysis conditions on the treatment. Judea Pearl's early graphical definition of instrumental variables explicitly prohibited conditioning on the treatment.…

计量经济学 · 经济学 2020-05-20 Felix Elwert , Elan Segarra

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

计量经济学 · 经济学 2020-07-10 Phillip Heiler

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a situation in which additional covariates are required…

计量经济学 · 经济学 2026-04-30 Tymon Słoczyński

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. Recently, many flexible machine learning methods have been developed for instrumental variable estimation. However, these methods have at least one…

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

计量经济学 · 经济学 2025-01-28 Bruno Ferman , Otávio Tecchio

Instrumental variable (IV) strategies are widely used in political science to establish causal relationships. However, the identifying assumptions required by an IV design are demanding, and it remains challenging for researchers to assess…

计量经济学 · 经济学 2023-11-08 Apoorva Lal , Mac Lockhart , Yiqing Xu , Ziwen Zu

Semiparametric discrete choice models are widely used in a variety of practical applications. While these models are point identified in the presence of continuous covariates, they can become partially identified when covariates are…

计量经济学 · 经济学 2024-05-29 Shakeeb Khan , Tatiana Komarova , Denis Nekipelov

We propose the instrumental variable regime (IVR) method to estimate the causal effects of multiple sequential treatments. This method serves to address the problem of endogenous selections of sequential treatments. An IVR is a sequence of…

统计方法学 · 统计学 2017-02-21 Thai Pham , Weixin Chen

The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

机器学习 · 统计学 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

统计方法学 · 统计学 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

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

Instrumental variables are widely used to deal with unmeasured confounding in observational studies and imperfect randomized controlled trials. In these studies, researchers often target the so-called local average treatment effect as it is…

统计方法学 · 统计学 2022-03-24 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , James M. Robins

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

统计方法学 · 统计学 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

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

Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…

机器学习 · 计算机科学 2018-04-10 Shayak Sen , Piotr Mardziel , Anupam Datta , Matthew Fredrikson