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Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

统计方法学 · 统计学 2026-04-29 Samhita Pal , Dhrubajyoti Ghosh

In a randomized controlled trial, treatment switching (also called contamination or crossover) occurs when a patient initially assigned to one treatment arm changes to another arm during the course of follow-up. Overlooking treatment…

统计方法学 · 统计学 2022-09-27 Andrew Ying

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

统计方法学 · 统计学 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

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 variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

Two fundamental research tasks in science and engineering are forward predictions and data inversion. This article introduces a recent R package RobustCalibration for Bayesian data inversion and model calibration by experiments and field…

统计计算 · 统计学 2024-02-20 Mengyang Gu

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

统计方法学 · 统计学 2025-08-05 Xinpei Wang , Tao Huang , Jinzhu Jia

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while…

统计理论 · 数学 2026-01-21 Marvin Lob , Rahul Singh , Suhas Vijaykumar

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

统计理论 · 数学 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

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 Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

综合经济学 · 经济学 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

计量经济学 · 经济学 2022-11-29 Eric Gautier , Christiern Rose

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

统计方法学 · 统计学 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

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

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

最优化与控制 · 数学 2021-11-22 Md Saiful Islam , Md Sarowar Morshed , Md. Noor-E-Alam

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

统计方法学 · 统计学 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

统计方法学 · 统计学 2023-01-27 Eunah Cho , Shu Yang

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

统计方法学 · 统计学 2024-04-01 Sizhu Lu , Peng Ding

The Granular Instrumental Variables (GIV) methodology exploits panels with factor error structures to construct instruments to estimate structural time series models with endogeneity even after controlling for latent factors. We extend the…

计量经济学 · 经济学 2023-09-26 Saman Banafti , Tae-Hwy Lee

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

统计方法学 · 统计学 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen