中文
相关论文

相关论文: Instrumental variables, spatial confounding and in…

200 篇论文

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

应用统计 · 统计学 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

综合经济学 · 经济学 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

In the instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005), a one-dimensional unobserved rank variable monotonically determines a single potential outcome. In practice, when researchers are interested in…

计量经济学 · 经济学 2025-10-28 Haruki Kono

This paper proposes a novel identification strategy relying on quasi-instrumental variables (quasi-IVs). A quasi-IV is a relevant but possibly invalid IV because it is not exogenous or not excluded. We show that a variety of models with…

计量经济学 · 经济学 2024-10-23 Christophe Bruneel-Zupanc , Jad Beyhum

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

机器学习 · 计算机科学 2026-05-14 Vahid Balazadeh , Hamidreza Kamkari , Medha Barath , Ricardo Silva , Rahul G. Krishnan

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

统计方法学 · 统计学 2018-01-04 Torben Martinussen , Stijn Vansteelandt

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…

统计方法学 · 统计学 2022-10-06 Charles Spanbauer , Wei Pan

Spatial confounding is how is called the confounding between fixed and spatial random effects. It has been widely studied and it gained attention in the past years in the spatial statistics literature, as it may generate unexpected results…

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

计量经济学 · 经济学 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

A major challenge in instrumental variables (IV) analysis is to find instruments that are valid, or have no direct effect on the outcome and are ignorable. Typically one is unsure whether all of the putative IVs are in fact valid. We…

统计理论 · 数学 2017-08-10 Zijian Guo , Hyunseung Kang , T. Tony Cai , Dylan S. Small

Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…

应用统计 · 统计学 2016-06-22 Elias Chaibub Neto

Spatial confounding is a fundamental issue in spatial regression models which arises because spatial random effects, included to approximate unmeasured spatial variation, are typically not independent of covariates in the model. This can…

统计方法学 · 统计学 2025-07-15 Emiko Dupont , Isa Marques , Thomas Kneib

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…

统计方法学 · 统计学 2019-07-04 Zach Branson , Luke Keele

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

计量经济学 · 经济学 2025-01-28 Bruno Ferman , Otávio Tecchio

Spatial interference (SI) occurs when the treatment at one location affects the outcomes at other locations. Accounting for spatial interference in spatiotemporal settings poses further challenges as interference violates the stable unit…

机器学习 · 计算机科学 2024-09-02 Sahara Ali , Omar Faruque , Jianwu Wang

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

统计方法学 · 统计学 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

统计理论 · 数学 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in…

统计方法学 · 统计学 2023-12-06 Yiqi Lin , Frank Windmeijer , Xinyuan Song , Qingliang Fan

This paper examines the identification power of instrumental variables (IVs) for average treatment effect (ATE) in partially identified models. We decompose the ATE identification gains into components of contributions driven by IV…

计量经济学 · 经济学 2022-09-07 Lina Zhang , David T. Frazier , D. S. Poskitt , Xueyan Zhao

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

机器学习 · 统计学 2015-11-10 Ricardo Silva , Shohei Shimizu