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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…

统计方法学 · 统计学 2026-05-13 Jiewen Liu , Chan Park , David Richardson , Eric J. Tchetgen Tchetgen

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…

统计方法学 · 统计学 2022-08-11 Xiaoran Liang , Eleanor Sanderson , Frank Windmeijer

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no…

统计方法学 · 统计学 2024-07-30 Hyunseung Kang , Zijian Guo , Zhonghua Liu , Dylan Small

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

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

统计方法学 · 统计学 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

人工智能 · 计算机科学 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

This paper proposes semi-instrumental variables (semi-IVs) as an alternative to instrumental variables (IVs) to identify the causal effect of a binary (or discrete) endogenous treatment. A semi-IV is a less restrictive form of instrument:…

计量经济学 · 经济学 2025-09-23 Christophe Bruneel-Zupanc

We address the problem of causal effect estimation where hidden confounders are present, with a focus on two settings: instrumental variable regression with additional observed confounders, and proxy causal learning. Our approach uses a…

机器学习 · 计算机科学 2025-03-12 Haotian Sun , Antoine Moulin , Tongzheng Ren , Arthur Gretton , Bo Dai

We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…

统计方法学 · 统计学 2023-06-21 Taehyeon Koo , Youjin Lee , Dylan S. Small , Zijian Guo

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

统计方法学 · 统计学 2020-06-16 Gyuhyeong Goh , Jisang Yu

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

计量经济学 · 经济学 2021-01-18 Edvard Bakhitov , Amandeep Singh

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

统计方法学 · 统计学 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

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

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

机器学习 · 计算机科学 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

This paper introduces tools for assessing the sensitivity, to unobserved confounding, of a common estimator of the causal effect of a treatment on an outcome that employs weights: the weighted linear regression of the outcome on the…

统计方法学 · 统计学 2025-08-06 Leonard Wainstein , Chad Hazlett

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

统计方法学 · 统计学 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

统计方法学 · 统计学 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…

机器学习 · 统计学 2026-01-22 Felix Schur , Niklas Pfister , Peng Ding , Sach Mukherjee , Jonas Peters

The task of causal representation learning aims to uncover latent higher-level causal variables that affect lower-level observations. Identifying the true latent causal variables from observed data, while allowing instantaneous causal…

机器学习 · 计算机科学 2026-02-19 Yuhang Liu , Zhen Zhang , Dong Gong , Mingming Gong , Biwei Huang , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

统计方法学 · 统计学 2021-03-16 Hongming Pu , Bo Zhang