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相关论文: Profiling Compliers in Instrumental Variables Desi…

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Many identification results in instrumental variables (IV) models hold without requiring any restrictions on the distribution of potential outcomes, or how those outcomes are correlated with selection behavior. This enables IV models to…

计量经济学 · 经济学 2025-02-28 Leonard Goff

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

计量经济学 · 经济学 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

统计方法学 · 统计学 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

The finite sample properties of estimators are usually understood or approximated using asymptotic theories. Two main asymptotic constructions have been used to characterize the presence of many instruments. The first assumes that the…

计量经济学 · 经济学 2021-06-30 Guy Tchuente

Many policy evaluations occur in settings where treatment is randomized at the cluster level, and there is treatment noncompliance within each cluster. For example, villages might be assigned to treatment and control, but residents in each…

统计方法学 · 统计学 2019-08-16 Hyunseung Kang , Luke Keele

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

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

统计理论 · 数学 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

计量经济学 · 经济学 2020-06-04 Martin Huber

In pharmacoepidemiology research, instrumental variables (IVs) are variables that strongly predict treatment but have no causal effect on the outcome of interest except through the treatment. There remain concerns about the inclusion of IVs…

统计方法学 · 统计学 2024-03-22 Yuxi Tian , Nicole Pratt , Laura L Hester , George Hripcsak , Martijn J Schuemie , Marc A Suchard

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

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

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

Instrumental variables (IV) estimation suffers selection bias when the analysis conditions on the treatment. Judea Pearl's early graphical definition of instrumental variables explicitly prohibited conditioning on the treatment.…

计量经济学 · 经济学 2020-05-20 Felix Elwert , Elan Segarra

Objective: Randomised controlled trials (RCTs) are widely considered as gold standard for assessing the effectiveness of new health interventions. When treatment non-compliance is present in RCTs, the treatment effect in the subgroup of…

应用统计 · 统计学 2025-03-25 Theodosios Papazoglou , Ed Waddingham , Alastair Young

A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable…

Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often encountered in empirical studies and may cause problems.…

统计方法学 · 统计学 2021-10-19 Siyu Heng , Bo Zhang , Xu Han , Scott A. Lorch , Dylan S. Small

In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…

统计方法学 · 统计学 2022-04-19 Jiyang Ren

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

计量经济学 · 经济学 2021-12-15 Gonzalo Vazquez-Bare

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