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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

It is well-known that, without restricting treatment effect heterogeneity, instrumental variable (IV) methods only identify "local" effects among compliers, i.e., those subjects who take treatment only when encouraged by the IV. Local…

统计方法学 · 统计学 2019-06-03 Edward H. Kennedy , Sivaraman Balakrishnan , Max G'Sell

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,…

To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…

统计方法学 · 统计学 2025-10-28 Zikai Li

We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well-established methodology…

机器学习 · 统计学 2025-03-12 Maximilian Autenrieth , David A. van Dyk , Roberto Trotta , David C. Stenning

Post-treatment variables often complicate causal inference. They appear in many scientific problems, including noncompliance, truncation by death, mediation, and surrogate endpoint evaluation. Principal stratification is a strategy to…

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

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

统计方法学 · 统计学 2022-08-22 Shunichiro Orihara

Instrumental variable (IV) methods are central to causal inference from observational data, particularly when a randomized experiment is not feasible. However, of the three conventional core IV identification conditions, only one, IV…

统计方法学 · 统计学 2025-09-23 Zhonghua Liu , Baoluo Sun , Ting Ye , David Richardson , Eric Tchetgen Tchetgen

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

Post-stratification is often used to estimate treatment effects with higher efficiency. However, the majority of existing post-stratification frameworks depend on prior knowledge of the distributions of covariates and assume that the units…

统计方法学 · 统计学 2023-09-13 Taebin Kim , Lili Wang , Randy Lai , Sangho Yoon

In observational surveys, post-stratification is used to reduce bias resulting from differences between the survey population and the population under investigation. However, this can lead to inflated post-stratification weights and,…

应用统计 · 统计学 2016-06-24 Yannick Vandendijck , Christel Faes , Niel Hens

The instrumental variables (IV) method is a method for making causal inferences about the effect of a treatment based on an observational study in which there are unmeasured confounding variables. The method requires a valid IV, a variable…

统计方法学 · 统计学 2014-08-19 Dylan Small , Zhiqiang Tan , Scott Lorch , Alan Brookhart

Post-stratification is frequently used to improve the precision of survey estimators when categorical auxiliary information is available from sources outside the survey. In natural resource surveys, such information is often obtained from…

统计理论 · 数学 2008-12-18 F. Jay Breidt , Jean D. Opsomer

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

机器学习 · 统计学 2017-06-02 Alexander Peysakhovich , Dean Eckles

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

Most previous studies of the causal relationship between malaria and stunting have been studies where potential confounders are controlled via regression-based methods, but these studies may have been biased by unobserved confounders.…

应用统计 · 统计学 2015-11-11 Hyunseung Kang , Benno Kreuels , Jürgen May , Dylan S. Small

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

统计方法学 · 统计学 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

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…

统计方法学 · 统计学 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

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…

统计方法学 · 统计学 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang
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