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相关论文: Instrumental variable estimation of dynamic treatm…

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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

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

Empirical researchers routinely invoke the no-interference or \textit{individualistic treatment response} (ITR) assumption to identify causal effects in observational studies, despite concerns that interference across units may arise in…

计量经济学 · 经济学 2026-04-27 Julius Owusu , Monika Avila Márquez

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

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

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

Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

统计方法学 · 统计学 2020-12-15 BaoLuo Sun , Wang Miao

Two problems that arise in making causal inferences for non-mortality outcomes such as bronchopulmonary dysplasia (BPD) are unmeasured confounding and censoring by death, i.e., the outcome is only observed when subjects survive. In…

统计方法学 · 统计学 2018-02-20 Kwonsang Lee , Scott A. Lorch , Dylan S. Small

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

统计方法学 · 统计学 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of the strength of an instrument that can be used to derive…

统计理论 · 数学 2024-10-04 Eric Xia , Martin J. Wainwright , Whitney Newey

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

机器学习 · 计算机科学 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

机器学习 · 计算机科学 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects…

计量经济学 · 经济学 2025-09-17 Didier Nibbering , Matthijs Oosterveen

Contextual sensing and delivery of digital interventions to improve health outcomes have gained significant traction in behavioral and psychiatric studies. Micro-randomized trials (MRTs) are a common experimental design for obtaining…

统计方法学 · 统计学 2025-04-01 Jieru Shi , Zhenke Wu , Walter Dempsey

This study investigates the causal interpretation of linear social interaction models in the presence of endogeneity in network formation under a heterogeneous treatment effects framework. We consider an experimental setting in which…

计量经济学 · 经济学 2023-10-23 Tadao Hoshino

Interval identification of parameters such as average treatment effects, average partial effects and welfare is particularly common when using observational data and experimental data with imperfect compliance due to the endogeneity of…

计量经济学 · 经济学 2025-04-09 Sukjin Han , Adam McCloskey

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each…

计量经济学 · 经济学 2021-11-23 Whitney K. Newey , Sami Stouli

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…

计量经济学 · 经济学 2023-11-01 Nicolas Apfel , Helmut Farbmacher , Rebecca Groh , Martin Huber , Henrika Langen

It is common in medical studies that the outcome of interest is truncated by death, meaning that a subject has died before the outcome could be measured. In this case, restricted analysis among survivors may be subject to selection bias.…

统计方法学 · 统计学 2018-04-25 Linbo Wang , Xiao-Hua Zhou , Thomas S. Richardson

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

机器学习 · 计算机科学 2023-02-22 Defu Cao , James Enouen , Yan Liu