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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 variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

计量经济学 · 经济学 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

统计方法学 · 统计学 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

There has been considerable interest in estimating heterogeneous causal effects across individuals or subpopulations. Researchers often assess causal effect heterogeneity based on the subjects' covariates using the conditional average…

统计方法学 · 统计学 2026-02-10 Yuta Kawakami , Jin Tian

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…

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

统计方法学 · 统计学 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

人工智能 · 计算机科学 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

计量经济学 · 经济学 2021-08-10 Stephen Coussens , Jann Spiess

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

计量经济学 · 经济学 2026-02-25 Ana Armendariz , Martin Huber

Estimation of causal effects is the core objective of many scientific disciplines. However, it remains a challenging task, especially when the effects are estimated from observational data. Recently, several promising machine learning…

机器学习 · 统计学 2022-09-02 Niki Kiriakidou , Christos Diou

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

统计方法学 · 统计学 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

In randomized experiments with non-compliance scholars have argued that the complier average causal effect (CACE) ought to be the main causal estimand. The literature on inference of the complier average treatment effect (CACE) has focused…

统计方法学 · 统计学 2023-11-30 Zhen Zhong , Per Johansson , Junni L. Zhang

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

统计理论 · 数学 2026-05-25 Carlos García Meixide , Mark J. van der Laan

The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) allow for the identification of the local average treatment effect, also known as the complier average causal effect. However, many empirical studies are…

统计方法学 · 统计学 2024-12-12 Shuozhi Zuo , Peng Ding , Fan Yang

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

Treatment non-compliance, where individuals deviate from their assigned experimental conditions, frequently complicates the estimation of causal effects. To address this, we introduce a novel learning framework based on a mixture of experts…

统计方法学 · 统计学 2025-06-25 François Grolleau , Céline Béji , Raphaël Porcher , François Petit

In this paper, we propose a simple method for testing identifying assumptions in parametric separable models, namely treatment exogeneity, instrument validity, and/or homoskedasticity. We show that the testable implications can be written…

计量经济学 · 经济学 2024-10-17 Leonard Goff , Désiré Kédagni , Huan Wu

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

统计方法学 · 统计学 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

统计方法学 · 统计学 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen