相关论文: Learning Instrumental Variable from Data Fusion fo…

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…

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,…

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

Causal effect estimation relies on separating the variation in the outcome into parts due to the treatment and due to the confounders. To achieve this separation, practitioners often use external sources of randomness that only influence…

We introduce the Multiplicative Quasi-Instrumental Variable (MQIV) model, a framework for causal inference with unmeasured confounding that leverages an instrument that may be imperfectly exogenous. We allow the candidate quasi-instrument…

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…

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Instrumental-variable (IV) regression enables causal estimation under endogeneity, but modern IV problems often involve nonlinear structural effects and high-dimensional covariates. Existing nonlinear IV methods directly learn the causal…

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using…

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

This paper develops a Mean Group Instrumental Variables (MGIV) estimator for spatial dynamic panel data models with interactive effects, under large N and T asymptotics. Unlike existing approaches that typically impose slope-parameter…

Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus…

Many rare diseases offer limited established treatment options, leading patients to switch therapies when new medications emerge. To analyze the impact of such treatment switches within the low sample size limitations of rare disease…

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…