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One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

机器学习 · 计算机科学 2023-06-23 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc Duy Le , Jixue Liu

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. IV analyses can be used both to analyze randomized trials with noncompliance and as a form of natural experiment. In these analyses,…

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

统计方法学 · 统计学 2023-09-07 Valentin Vancak , Arvid Sjölander

Unlike other techniques of causality inference, the use of valid instrumental variables can deal with unobserved sources of both variable errors, variable omissions, and sampling bias, and still arrive at consistent estimates of average…

计量经济学 · 经济学 2021-02-17 Øyvind Hoveid

Assessing causal effects in the presence of unmeasured confounding is challenging. Although auxiliary variables, such as instrumental variables, are commonly used to identify causal effects, they are often unavailable in practice due to…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Yue Zhang , Feng Xie , Yangbo He

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

统计方法学 · 统计学 2020-02-04 Edward H. Kennedy

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

计量经济学 · 经济学 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

统计方法学 · 统计学 2026-04-29 Samhita Pal , Dhrubajyoti Ghosh

A fundamental challenge of scientific research is inferring causal relations based on observed data. One commonly used approach involves utilizing structural causal models that postulate noisy functional relations among interacting…

统计方法学 · 统计学 2024-08-13 David Strieder , Mathias Drton

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

计量经济学 · 经济学 2025-06-18 Moses Stewart

When evaluating the efficacy of social programs and medical treatments using randomized experiments, the estimated overall average causal effect alone is often of limited value and the researchers must investigate when the treatments do and…

应用统计 · 统计学 2013-05-27 Kosuke Imai , Marc Ratkovic

In recent years, the field of causal inference from observational data has emerged rapidly. The literature has focused on (conditional) average causal effect estimation. When (remaining) variability of individual causal effects (ICEs) is…

统计方法学 · 统计学 2025-04-10 Richard Post , Edwin van den Heuvel

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

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while…

统计理论 · 数学 2026-01-21 Marvin Lob , Rahul Singh , Suhas Vijaykumar

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

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

统计方法学 · 统计学 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

In clinical trials, it is often of interest to understand the principal causal effect (PCE), the average treatment effect for a principal stratum (a subset of patients defined by the potential outcomes of one or more post-baseline…

统计方法学 · 统计学 2022-10-06 Yongming Qu , Ilya Lipkovich , Stephen J. Ruberg

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality…

统计方法学 · 统计学 2026-03-13 Xichen Guo , Zheng Li , Biwei Huang , Yan Zeng , Zhi Geng , Feng Xie

One of the main tasks of causal inference is estimating well-defined causal parameters. One of the main causal parameters is the average causal effect (ACE) - the expected value of the individual level causal effects in the target…

统计方法学 · 统计学 2021-12-17 Fernando Pires Hartwig

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

机器学习 · 计算机科学 2024-12-09 Debo Cheng , Jiuyong Li , Lin Liu , Ziqi Xu , Weijia Zhang , Jixue Liu , Thuc Duy Le