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Mendelian randomization (MR) is a widely-used method to estimate the causal relationship between a risk factor and disease. A fundamental part of any MR analysis is to choose appropriate genetic variants as instrumental variables.…

统计方法学 · 统计学 2023-04-26 Ashish Patel , Francis J. DiTraglia , Verena Zuber , Stephen Burgess

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

Observational studies are the primary source of data for causal inference, but it is challenging when existing unmeasured confounding. Missing data problems are also common in observational studies. How to obtain the causal effects from the…

统计方法学 · 统计学 2023-05-15 Renzhong Zheng

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

统计理论 · 数学 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs spectral features - that is, learned features spanning the top…

机器学习 · 统计学 2025-11-27 Dimitri Meunier , Antoine Moulin , Jakub Wornbard , Vladimir R. Kostic , Arthur Gretton

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

统计方法学 · 统计学 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

In this paper, we propose a simple method for testing identifying assumptions in parametric separable models, namely treatment exogeneity, instrument validity, and/or homoskedasticity. We show that the testable implications can be written…

计量经济学 · 经济学 2024-10-17 Leonard Goff , Désiré Kédagni , Huan Wu

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

统计理论 · 数学 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

统计理论 · 数学 2023-02-22 Søren Wengel Mogensen

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

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

Instrumental Variables provide a way of addressing bias due to unmeasured confounding when estimating treatment effects using observational data. As instrument prescription preference of individual healthcare providers has been proposed.…

统计方法学 · 统计学 2023-08-17 Laura M. Güdemann , Beverley M. Shields , John M. Dennis , Jack Bowden

This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow…

人工智能 · 计算机科学 2022-11-21 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Bo Li , Fei Wu

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

In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson &…

统计理论 · 数学 2024-01-29 Thomas S. Richardson , James M. Robins

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

计量经济学 · 经济学 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

统计方法学 · 统计学 2023-01-27 Eunah Cho , Shu Yang

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

机器学习 · 统计学 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

统计方法学 · 统计学 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this…

统计方法学 · 统计学 2026-03-02 Gregor Steiner , Mark Steel