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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

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

统计方法学 · 统计学 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

Multivalued treatments are commonplace in applications. We explore the use of discrete-valued instruments to control for selection bias in this setting. Our discussion revolves around the concept of targeting: which instruments target which…

计量经济学 · 经济学 2026-05-06 Sokbae Lee , Bernard Salanié

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

统计方法学 · 统计学 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

统计方法学 · 统计学 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

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…

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

统计方法学 · 统计学 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

统计方法学 · 统计学 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

统计理论 · 数学 2017-05-22 Takuya Ura

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

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

统计方法学 · 统计学 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

This paper provides partial identification results for the marginal treatment effect ($MTE$) when the binary treatment variable is potentially misreported and the instrumental variable is discrete. Identification results are derived under…

计量经济学 · 经济学 2023-04-04 Santiago Acerenza

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

计量经济学 · 经济学 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

统计方法学 · 统计学 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

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

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

计量经济学 · 经济学 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

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

While estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have…

统计理论 · 数学 2012-10-18 Eric J. Tchetgen Tchetgen , Ilya Shpitser

The problem we consider considers estimating a multivariate longitudinal panel data model whose outcomes can be a combination of discrete and continuous variables. This problem is challenging because the likelihood is usually analytically…

统计方法学 · 统计学 2017-09-26 David Gunawan , Chris carter , Denzil Fiebig , Robert Kohn

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
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