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We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes;…

机器学习 · 统计学 2026-02-24 Yonghan Jung , Bogyeong Kang

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

This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the identified sets for the treatment parameters of interest in the…

计量经济学 · 经济学 2025-10-03 Pedro Picchetti

Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

统计方法学 · 统计学 2026-04-29 Samhita Pal , Dhrubajyoti Ghosh

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

机器学习 · 计算机科学 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin

Mendelian randomization is the use of genetic variants to make causal inferences from observational data. The field is currently undergoing a revolution fuelled by increasing numbers of genetic variants demonstrated to be associated with…

统计方法学 · 统计学 2018-08-31 Stephen Burgess , Jack Bowden , Frank Dudbridge , Simon G Thompson

The estimation of the causal effect of an endogenous treatment based on an instrumental variable (IV) is often complicated by attrition, sample selection, or non-response in the outcome of interest. To tackle the latter problem, the latent…

计量经济学 · 经济学 2020-06-04 Martin Huber

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

统计方法学 · 统计学 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

统计方法学 · 统计学 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…

计量经济学 · 经济学 2023-12-27 George Z. Gui

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

计量经济学 · 经济学 2020-06-29 Qingliang Fan , Yaqian Wu

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is,…

Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quantification methodology is still lacking. In this work we…

机器学习 · 统计学 2021-11-04 Ziyu Wang , Yuhao Zhou , Tongzheng Ren , Jun Zhu

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

Estimating the causal effects of an intervention in the presence of confounding is a frequently occurring problem in applications such as medicine. The task is challenging since there may be multiple confounding factors, some of which may…

统计方法学 · 统计学 2018-11-28 Sonali Parbhoo , Mario Wieser , Volker Roth

As network data applications continue to expand, causal inference within networks has garnered increasing attention. However, hidden confounders complicate the estimation of causal effects. Most methods rely on the strong ignorability…

机器学习 · 计算机科学 2024-09-16 Xiaojing Du , Feiyu Yang , Wentao Gao , Xiongren Chen

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

统计方法学 · 统计学 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

统计方法学 · 统计学 2024-11-05 Miruna Oprescu , Nathan Kallus

Observational genome-wide association studies are now widely used for causal inference in genetic epidemiology. To maintain privacy, such data is often only publicly available as summary statistics, and often studies for the endogenous…

统计方法学 · 统计学 2024-11-26 Shimeng Huang , Niklas Pfister , Jack Bowden

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