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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

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

计量经济学 · 经济学 2020-07-10 Phillip Heiler

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 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

统计方法学 · 统计学 2025-08-11 Alec McClean , Iván Díaz

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

The ISCHEMIA Trial randomly assigned patients with ischemic heart disease to an invasive treatment strategy centered on revascularization with a control group assigned non-invasive medical therapy. As is common in such ``strategy trials,''…

计量经济学 · 经济学 2025-01-06 Joshua D. Angrist , Bruno Ferman , Carol Gao , Peter Hull , Otavio L. Tecchio , Robert W. Yeh

We provide a non-asymptotic analysis of the linear instrumental variable estimator allowing for the presence of exogeneous covariates. In addition, we introduce a novel measure of the strength of an instrument that can be used to derive…

统计理论 · 数学 2024-10-04 Eric Xia , Martin J. Wainwright , Whitney Newey

The sequential treatment decisions made by physicians to treat chronic diseases are formalized in the statistical literature as dynamic treatment regimes. To date, methods for dynamic treatment regimes have been developed under the…

统计方法学 · 统计学 2022-02-22 Janie Coulombe , Erica E. M. Moodie , Susan M. Shortreed , Christel Renoux

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

统计方法学 · 统计学 2023-09-07 Valentin Vancak , Arvid Sjölander

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

统计理论 · 数学 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

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

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

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

计量经济学 · 经济学 2023-10-11 Zhenting Sun

In confirmatory Phase 3 clinical trials with recruitment over the years, the underlying placebo effect may follow an unknown temporal trend. Taking a clinical trial on Hidradenitis Suppurativa (HS) as an example, fluctuations or…

统计方法学 · 统计学 2025-06-03 Tianyu Zhan , Yihua Gu

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a…

计量经济学 · 经济学 2025-01-28 Bruno Ferman , Otávio Tecchio

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

统计方法学 · 统计学 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

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

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

统计方法学 · 统计学 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

计量经济学 · 经济学 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck