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The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

统计方法学 · 统计学 2018-01-03 Michael J Lopez , Roee Gutman

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

Measurement error in the observed values of the variables can greatly change the output of various causal discovery methods. This problem has received much attention in multiple fields, but it is not clear to what extent the causal model…

统计方法学 · 统计学 2017-06-14 Kun Zhang , Mingming Gong , Joseph Ramsey , Kayhan Batmanghelich , Peter Spirtes , Clark Glymour

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

统计方法学 · 统计学 2023-07-03 Klaus-Rudolf Kladny , Julius von Kügelgen , Bernhard Schölkopf , Michael Muehlebach

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

统计方法学 · 统计学 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

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

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

计量经济学 · 经济学 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

机器学习 · 统计学 2024-12-17 Georg Velev , Stefan Lessmann

We expand Mendelian Randomization (MR) methodology to deal with randomly missing data on either the exposure or the outcome variable, and furthermore with data from nonindependent individuals (eg components of a family). Our method rests on…

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

Identification of treatment effects in the presence of unmeasured confounding is a persistent problem in the social, biological, and medical sciences. The problem of unmeasured confounding in settings with multiple treatments is most common…

统计方法学 · 统计学 2022-07-12 Wang Miao , Wenjie Hu , Elizabeth L. Ogburn , Xiaohua Zhou

Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian…

统计方法学 · 统计学 2026-04-01 Di Zhang , Minhao Yao , Zhonghua Liu , Baoluo Sun

Estimating causal effects from observational data is not always possible due to confounding. Identifying a set of appropriate covariates (adjustment set) and adjusting for their influence can remove confounding bias; however, such a set is…

统计方法学 · 统计学 2020-11-19 Sofia Triantafillou , Gregory Cooper

We present a method for assessing the sensitivity of the true causal effect to unmeasured confounding. The method requires the analyst to set two intuitive parameters. Otherwise, the method is assumption-free. The method returns an interval…

统计方法学 · 统计学 2022-02-07 Jose M. Peña

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

统计方法学 · 统计学 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

计量经济学 · 经济学 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

Confounding bias is a key challenge in causal effect estimation from observational data. Double Machine Learning (DML) addresses this issue by estimating treatment and outcome nuisance functions, constructing treatment and outcome…

机器学习 · 计算机科学 2026-05-26 Guodu Xiang , Kui Yu , Yujie Wang , Richang Hong , Fuyuan Cao , Jiye Liang

In many clinical trials, individuals in different subgroups have experience differential treatment effects. This leads to individualized differences in treatment benefit. In this article, we introduce the general concept of predictive…

统计方法学 · 统计学 2018-07-11 Debashis Ghosh , Youngjoo Cho

Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…

统计方法学 · 统计学 2025-12-22 Ratbek Dzhumashev , Ainura Tursunalieva

Developments in genome-wide association studies and the increasing availability of summary genetic association data have made the application of two-sample Mendelian Randomization (MR) with summary data increasingly popular. Conventional…

统计方法学 · 统计学 2023-02-22 Xinwei Ma , Jingshen Wang , Chong Wu
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