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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

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

计量经济学 · 经济学 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

Considering censored outcomes in survival analysis can lead to quite complex results in the model setting of causal inference. Causal inference has attracted a lot of attention over the past few years, but little research has been done on…

统计方法学 · 统计学 2025-09-11 Byeonghee Lee , Joonsung Kang

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

计量经济学 · 经济学 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Inference for causal effects can benefit from the availability of an instrumental variable (IV) which, by definition, is associated with the given exposure, but not with the outcome of interest other than through a causal exposure effect.…

统计方法学 · 统计学 2012-01-13 Stijn Vansteelandt , Jack Bowden , Manoochehr Babanezhad , Els Goetghebeur

Background: Instrumental variables (IVs) can be used to provide evidence as to whether a treatment X has a causal effect on an outcome Y. Even if the instrument Z satisfies the three core IV assumptions of relevance, independence and the…

统计方法学 · 统计学 2022-11-14 F. P. Hartwig , L. Wang , G. Davey Smith , N. M. Davies

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

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

Mediation analysis is appealing for its ability to improve understanding of the mechanistic drivers of causal effects, but real-world data complexities challenge its successful implementation, including: 1) the existence of post-exposure…

统计方法学 · 统计学 2022-12-19 Kara E Rudolph , Nicholas Williams , Ivan Diaz

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

统计方法学 · 统计学 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

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

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

统计理论 · 数学 2020-10-27 Zijun Gao , Yanjun Han

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

计量经济学 · 经济学 2026-01-27 Cavit Pakel , Martin Weidner

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

统计理论 · 数学 2020-09-24 Niwen Zhou , Lixing Zhu

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

统计方法学 · 统计学 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

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 variable (IV) analyses are becoming common in health services research and epidemiology. IV analyses can be used both to analyze randomized trials with noncompliance and as a form of natural experiment. In these analyses,…

Can instrumental variables be found from data? While instrumental variable (IV) methods are widely used to identify causal effect, testing their validity from observed data remains a challenge. This is because validity of an IV depends on…

统计方法学 · 统计学 2018-12-05 Amit Sharma

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…

统计方法学 · 统计学 2025-04-25 Kevin Christian Wibisono , Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Additive noise models (ANMs) are an important setting studied in causal inference. Most of the existing works on ANMs assume causal sufficiency, i.e., there are no unobserved confounders. This paper focuses on confounded ANMs, where a set…

统计方法学 · 统计学 2024-07-16 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu