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Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

机器学习 · 统计学 2017-06-02 Alexander Peysakhovich , Dean Eckles

It is well-known that, without restricting treatment effect heterogeneity, instrumental variable (IV) methods only identify "local" effects among compliers, i.e., those subjects who take treatment only when encouraged by the IV. Local…

统计方法学 · 统计学 2019-06-03 Edward H. Kennedy , Sivaraman Balakrishnan , Max G'Sell

Instrumental variables (IVs) are crucial for addressing unobservable confounders, yet their stringent exogeneity assumptions pose significant challenges in networked data. Existing methods typically rely on modelling neighbour information…

人工智能 · 计算机科学 2026-02-10 Zhirong Huang , Debo Cheng , Guixian Zhang , Yi Wang , Jiuyong Li , Shichao Zhang

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

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…

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

统计理论 · 数学 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…

统计方法学 · 统计学 2023-06-21 Taehyeon Koo , Youjin Lee , Dylan S. Small , Zijian Guo

Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…

统计方法学 · 统计学 2021-10-19 Siyu Heng , Bo Zhang , Xu Han , Scott A. Lorch , Dylan S. Small

We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates.…

计量经济学 · 经济学 2023-09-19 Thomas Carr , Toru Kitagawa

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

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

统计方法学 · 统计学 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

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

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

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

This paper considers inference in a linear instrumental variable regression model with many potentially weak instruments, in the presence of heterogeneous treatment effects. I first show that existing test procedures, including those that…

计量经济学 · 经济学 2025-04-24 Luther Yap

Unobserved spatial confounding variables are prevalent in environmental and ecological applications where the system under study is complex and the data are often observational. Instrumental variables (IVs) are a common way to address…

统计方法学 · 统计学 2021-03-02 Andrew Giffin , Brian J. Reich , Shu Yang , Ana G. Rappold

Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects…

计量经济学 · 经济学 2025-09-17 Didier Nibbering , Matthijs Oosterveen

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

机器学习 · 统计学 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

统计方法学 · 统计学 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

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