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This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

机器学习 · 计算机科学 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…

机器学习 · 统计学 2026-03-31 Marc Braun , Jose M. Peña , Adel Daoud

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

统计方法学 · 统计学 2022-09-27 Andrew Ying

Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…

统计方法学 · 统计学 2025-12-22 Ratbek Dzhumashev , Ainura Tursunalieva

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

The instrumental variable method consistently estimates the effect of a treatment when there is unmeasured confounding and a valid instrumental variable. A valid instrumental variable is a variable that is independent of unmeasured…

统计方法学 · 统计学 2016-02-03 Zijian Guo , Dylan Small

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively…

统计方法学 · 统计学 2020-10-13 Ting Ye , Jun Shao , Hyunseung Kang

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

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

统计方法学 · 统计学 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

Limited-information inference on New Keynesian Phillips Curves (NKPCs) and other single-equation macroeconomic relations is characterised by weak and high-dimensional instrumental variables (IVs). Beyond the efficiency concerns previously…

综合经济学 · 经济学 2021-03-23 Max-Sebastian Dovì

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

机器学习 · 统计学 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…

计量经济学 · 经济学 2024-05-27 Thomas Wiemann

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

机器学习 · 计算机科学 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

机器学习 · 计算机科学 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

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…

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

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

统计方法学 · 统计学 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

Instrumental variable (IV) methods play a central role in causal inference, particularly in settings where treatment assignment is confounded by unobserved variables. IV methods have been extensively developed in recent years and applied…

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