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In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

计量经济学 · 经济学 2024-10-21 Nadja van 't Hoff

I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide…

计量经济学 · 经济学 2021-12-15 Gonzalo Vazquez-Bare

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

计量经济学 · 经济学 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

综合经济学 · 经济学 2022-11-24 Clint Harris

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

统计方法学 · 统计学 2024-08-07 Lucas Kook , Niklas Pfister

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

统计方法学 · 统计学 2020-02-04 Edward H. Kennedy

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

统计方法学 · 统计学 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other…

机器学习 · 计算机科学 2024-12-09 Debo Cheng , Jiuyong Li , Lin Liu , Ziqi Xu , Weijia Zhang , Jixue Liu , Thuc Duy Le

Instrumental variable (IV) analyses are becoming common in health services research and epidemiology. Most IV analyses use naturally occurring instruments, such as distance to a hospital. In these analyses, investigators must assume the…

统计方法学 · 统计学 2019-07-04 Zach Branson , Luke Keele

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

机器学习 · 计算机科学 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heterogeneous causal effect models when the instruments are…

计量经济学 · 经济学 2025-02-11 Zhenting Sun , Kaspar Wüthrich

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

This paper proposes an estimator that relaxes the conventional relevance condition in instrumental variable (IV) analyses. The method allows endogenous covariates to be weakly correlated, uncorrelated, or even mean-independent -- though not…

计量经济学 · 经济学 2025-11-04 Emmanuel Selorm Tsyawo , Abdul-Nasah Soale

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…

统计方法学 · 统计学 2017-06-06 Sai Li

Instrumental variables (eliminate the bias that afflicts least-squares identification of dynamical systems through noisy data, yet traditionally relies on external instruments that are seldom available for nonlinear time series data. We…

统计方法学 · 统计学 2026-05-11 Simon Kuang , Xinfan Lin

Causal inference is difficult in the presence of unobserved confounders. We introduce the instrumented common confounding (ICC) approach to (nonparametrically) identify causal effects with instruments, which are exogenous only conditional…

计量经济学 · 经济学 2022-09-20 Christian Tien

Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using…

统计方法学 · 统计学 2020-06-16 Kara E Rudolph , Oleg Sofrygin , Mark J van der Laan

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

统计方法学 · 统计学 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele