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Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

统计方法学 · 统计学 2023-04-18 Zijian Guo

Regression via classification (RvC) is a common method used for regression problems in deep learning, where the target variable belongs to a set of continuous values. By discretizing the target into a set of non-overlapping classes, it has…

机器学习 · 计算机科学 2022-04-11 Axel Berg , Magnus Oskarsson , Mark O'Connor

We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the number of instrument values grows with the…

统计方法学 · 统计学 2026-01-05 Lars van der Laan , Nathan Kallus , Aurélien Bibaut

We propose a weak-identification-robust test for linear instrumental variable (IV) regressions with high-dimensional instruments, whose number is allowed to exceed the sample size. In addition, our test is robust to general error…

计量经济学 · 经济学 2025-07-01 Qu Feng , Sombut Jaidee , Wenjie Wang

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

机器学习 · 计算机科学 2019-05-23 Falco J. Bargagli-Stoffi , Giorgio Gnecco

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

机器学习 · 统计学 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

统计方法学 · 统计学 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

统计理论 · 数学 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

计量经济学 · 经济学 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Determining causal effects of interventions onto outcomes from real-world, observational (non-randomized) data, e.g., treatment repurposing using electronic health records, is challenging due to underlying bias. Causal deep learning has…

机器学习 · 计算机科学 2025-10-23 Shantanu Ghosh , Zheng Feng , Jiang Bian , Kevin Butler , Mattia Prosperi

This article considers inference in linear instrumental variables models with many regressors, all of which could be endogenous. We propose the STIV estimator. Identification robust confidence sets are derived by solving linear programs. We…

统计理论 · 数学 2021-08-09 Eric Gautier , Christiern Rose

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

统计方法学 · 统计学 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large data sets. Subset selection in regression is essential when a huge number of covariates can…

应用统计 · 统计学 2013-04-22 Debbie J. Dupuis , Maria-Pia Victoria-Feser

Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quantification methodology is still lacking. In this work we…

机器学习 · 统计学 2021-11-04 Ziyu Wang , Yuhao Zhou , Tongzheng Ren , Jun Zhu

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

We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of…

机器学习 · 计算机科学 2021-03-01 Kyongmin Yeo , Dylan E. C. Grullon , Fan-Keng Sun , Duane S. Boning , Jayant R. Kalagnanam

Many studies run two-way fixed effects instrumental variable (TWFEIV) regressions, leveraging variation in the timing of policy adoption across units as an instrument for treatment. This paper studies the properties of the TWFEIV estimator…

计量经济学 · 经济学 2024-05-28 Sho Miyaji

Visual servoing involves choosing actions that move a robot in response to observations from a camera, in order to reach a goal configuration in the world. Standard visual servoing approaches typically rely on manually designed features and…

机器学习 · 计算机科学 2017-07-12 Alex X. Lee , Sergey Levine , Pieter Abbeel

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

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

计量经济学 · 经济学 2021-01-18 Edvard Bakhitov , Amandeep Singh