中文
相关论文

相关论文: Robustness Against Weak or Invalid Instruments: Ex…

200 篇论文

TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification…

统计方法学 · 统计学 2023-04-04 David Carl , Corinne Emmenegger , Peter Bühlmann , 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

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

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

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

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

统计方法学 · 统计学 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…

计量经济学 · 经济学 2021-06-22 Jiafeng Chen , Daniel L. Chen , Greg Lewis

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

Obtaining valid treatment effect inference remains a challenging problem when dealing with numerous instruments and non-sparse control variables. In this paper, we propose a novel ridge regularization-based instrumental variables method for…

计量经济学 · 经济学 2025-10-17 Xiduo Chen , Xingdong Feng , Antonio F. Galvao , Yeheng Ge

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 2020-06-03 Hyunseung Kang , Youjin Lee , 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

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

统计方法学 · 统计学 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…

统计方法学 · 统计学 2015-10-08 Stijn Vansteelandt , Vanessa Didelez

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

统计方法学 · 统计学 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Imitation learning from demonstrations usually suffers from the confounding effects of unmeasured variables (i.e., unmeasured confounders) on the states and actions. If ignoring them, a biased estimation of the policy would be entailed. To…

机器学习 · 计算机科学 2025-07-24 Yan Zeng , Shenglan Nie , Feng Xie , Libo Huang , Peng Wu , Zhi Geng

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

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

计量经济学 · 经济学 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

统计方法学 · 统计学 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

统计方法学 · 统计学 2023-04-18 Zijian Guo
‹ 上一页 1 2 3 10 下一页 ›