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This paper studies covariate adjusted estimation of the average treatment effect in stratified experiments. We work in a general framework that includes matched tuples designs, coarse stratification, and complete randomization as special…

计量经济学 · 经济学 2024-07-23 Max Cytrynbaum

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

统计方法学 · 统计学 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

统计方法学 · 统计学 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

机器学习 · 计算机科学 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

In causal inference, principal stratification is a framework for dealing with a posttreatment intermediate variable between a treatment and an outcome, in which the principal strata are defined by the joint potential values of the…

统计方法学 · 统计学 2021-04-20 Zhichao Jiang , Peng Ding

Researchers often use instrumental variables (IV) models to investigate the causal relationship between an endogenous variable and an outcome while controlling for covariates. When an exogenous variable is unavailable to serve as the…

计量经济学 · 经济学 2025-06-18 Moses Stewart

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

统计计算 · 统计学 2025-08-08 David Kepplinger , Siqi Wei

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…

计量经济学 · 经济学 2024-05-27 Thomas Wiemann

We study model-agnostic post-hoc calibration methods intended to improve probabilistic predictions in supervised binary classification on real i.i.d. tabular data, with particular emphasis on conformal and Venn-based approaches that provide…

机器学习 · 计算机科学 2026-01-29 Valery Manokhin , Daniel Grønhaug

Stratification is commonly employed in clinical trials to reduce the chance covariate imbalances and increase the precision of the treatment effect estimate. We propose a general framework for constructing the confidence interval (CI) for a…

统计方法学 · 统计学 2021-10-26 Yongqiang Tang

Post-randomization events, also known as intercurrent events, such as treatment noncompliance and censoring due to a terminal event, are common in clinical trials. Principal stratification is a framework for causal inference in the presence…

统计方法学 · 统计学 2023-01-19 Bo Liu , Lisa Wruck , Fan Li

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

计算工程、金融与科学 · 计算机科学 2023-05-11 Srinivasan Arunachalam , Seymour M. J. Spence

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

计量经济学 · 经济学 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

统计方法学 · 统计学 2025-03-18 Jordan Penn , Lee M. Gunderson , Gecia Bravo-Hermsdorff , Ricardo Silva , David S. Watson

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

机器学习 · 计算机科学 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

计量经济学 · 经济学 2024-12-23 Gordon Burtch , Edward McFowland , Mochen Yang , Gediminas Adomavicius

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

机器学习 · 统计学 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to estimate nested expectations efficiently without taking samples…

数值分析 · 数学 2023-04-28 Tomohiko Hironaka , Takashi Goda

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

机器学习 · 计算机科学 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen