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In this paper, we develop a method to assess the sensitivity of local average treatment effect estimates to potential violations of the monotonicity assumption of Imbens and Angrist (1994). We parameterize the degree to which monotonicity…

计量经济学 · 经济学 2021-06-14 Claudia Noack

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

This paper characterizes point identification results of the local average treatment effect (LATE) using two imperfect instruments. The classical approach (Imbens and Angrist (1994)) establishes the identification of LATE via an instrument…

计量经济学 · 经济学 2023-03-27 Rui Wang

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

In this paper I revisit the interpretation of the linear instrumental variables (IV) estimand as a weighted average of conditional local average treatment effects (LATEs). I focus on a situation in which additional covariates are required…

计量经济学 · 经济学 2026-04-30 Tymon Słoczyński

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

计量经济学 · 经济学 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

计量经济学 · 经济学 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

计量经济学 · 经济学 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common…

计量经济学 · 经济学 2024-03-27 Leonard Goff

This study introduces a new approach to power analysis in the context of estimating a local average treatment effect (LATE), where the study subjects exhibit noncompliance with treatment assignment. As a result of distributional…

统计方法学 · 统计学 2020-04-10 Kirk Bansak

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

统计方法学 · 统计学 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by…

计量经济学 · 经济学 2025-09-17 Alessandro Casini , Adam McCloskey , Luca Rolla , Raimondo Pala

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct…

计量经济学 · 经济学 2023-11-01 Nicolas Apfel , Helmut Farbmacher , Rebecca Groh , Martin Huber , Henrika Langen

Two problems that arise in making causal inferences for non-mortality outcomes such as bronchopulmonary dysplasia (BPD) are unmeasured confounding and censoring by death, i.e., the outcome is only observed when subjects survive. In…

统计方法学 · 统计学 2018-02-20 Kwonsang Lee , Scott A. Lorch , Dylan S. Small

Given a set of baseline assumptions, a breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two…

统计方法学 · 统计学 2019-02-05 Matthew A. Masten , Alexandre Poirier

When an exposure of interest is confounded by unmeasured factors, an instrumental variable (IV) can be used to identify and estimate certain causal contrasts. Identification of the marginal average treatment effect (ATE) from IVs relies on…

统计方法学 · 统计学 2023-10-02 Alexander W. Levis , Matteo Bonvini , Zhenghao Zeng , Luke Keele , Edward H. Kennedy

We propose a model-free framework for sensitivity analysis of individual treatment effects (ITEs), building upon ideas from conformal inference. For any unit, our procedure reports the $\Gamma$-value, a number which quantifies the minimum…

统计方法学 · 统计学 2022-04-26 Ying Jin , Zhimei Ren , Emmanuel J. Candès

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

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

Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed…

统计方法学 · 统计学 2022-07-13 Mingzhang Yin , Claudia Shi , Yixin Wang , David M. Blei
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