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Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

统计方法学 · 统计学 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

统计方法学 · 统计学 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

统计方法学 · 统计学 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

计量经济学 · 经济学 2024-02-28 Yingying Dong , Ying-Ying Lee

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

统计方法学 · 统计学 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

统计方法学 · 统计学 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Competing risk analysis considers event times due to multiple causes, or of more than one event types. Commonly used regression models for such data include 1) cause-specific hazards model, which focuses on modeling one type of event while…

应用统计 · 统计学 2017-04-27 Jiayi Hou , Anthony Paravati , Ronghui Xu , James Murphy

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

统计方法学 · 统计学 2018-01-04 Torben Martinussen , Stijn Vansteelandt

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

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

统计方法学 · 统计学 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra

Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models. Associated with this estimator are equation specific tests of model…

统计方法学 · 统计学 2024-04-17 Teague R. Henry , Zachary F. Fisher , Kenneth A. Bollen

The two-stage least-squares (2SLS) estimator is known to be biased when its first-stage fit is poor. I show that better first-stage prediction can alleviate this bias. In a two-stage linear regression model with Normal noise, I consider…

统计理论 · 数学 2017-11-01 Jann Spiess

Public health data are often spatially dependent, but standard spatial regression methods can suffer from bias and invalid inference when the independent variable is associated with spatially-correlated residuals. This could occur if, for…

统计方法学 · 统计学 2025-04-10 Nate Wiecha , Jane A. Hoppin , Brian J. Reich

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

TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification…

统计方法学 · 统计学 2023-04-04 David Carl , Corinne Emmenegger , Peter Bühlmann , Zijian Guo

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

统计方法学 · 统计学 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in…

统计理论 · 数学 2025-05-20 Vivien Goepp , Jean-Christophe Thalabard , Grégory Nuel , Olivier Bouaziz

We discuss causal inference for observational studies with possibly invalid instrumental variables. We propose a novel methodology called two-stage curvature identification (TSCI) by exploring the nonlinear treatment model with machine…

统计方法学 · 统计学 2024-01-08 Zijian Guo , Mengchu Zheng , Peter Bühlmann

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

统计方法学 · 统计学 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang
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