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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

We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…

综合经济学 · 经济学 2022-03-29 Ravi Kashyap

Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…

统计方法学 · 统计学 2025-08-26 Ruoyu Wang , Wang Miao

We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from…

人工智能 · 计算机科学 2025-06-16 Yaroslav Kivva , Sina Akbari , Saber Salehkaleybar , Negar Kiyavash

We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and…

统计方法学 · 统计学 2014-01-03 Matthew A. Masten , Alexander Torgovitsky

The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This paper considers a treatment effect model in which treatment…

统计方法学 · 统计学 2019-02-20 Jason Abrevaya , Haiqing Xu

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

机器学习 · 统计学 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

统计方法学 · 统计学 2022-07-01 Sai Li , Zijian Guo

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

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

计量经济学 · 经济学 2026-05-20 Martin Huber , Jannis Kueck

In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that the duration time ($T$) and right censoring time ($C$) are…

计量经济学 · 经济学 2025-04-04 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

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

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

机器学习 · 计算机科学 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

We study causal inference in randomized experiments (or quasi-experiments) following a $2\times 2$ factorial design. There are two treatments, denoted $A$ and $B$, and units are randomly assigned to one of four categories: treatment $A$…

计量经济学 · 经济学 2024-12-12 Mate Kormos , Robert P. Lieli , Martin Huber

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

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

统计方法学 · 统计学 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

计量经济学 · 经济学 2026-02-13 Sho Miyaji

The primary analysis of randomized screening trials for cancer typically adheres to the intention-to-screen principle, measuring cancer-specific mortality reductions between screening and control arms. These mortality reductions result from…

统计方法学 · 统计学 2021-07-30 Sudipta Saha , Zhihui Liu , Olli Saarela

We study identification in nonparametric regression models with a misclassified and endogenous binary regressor when an instrument is correlated with misclassification error. We show that the regression function is nonparametrically…

计量经济学 · 经济学 2021-08-31 Hiroyuki Kasahara , Katsumi Shimotsu