Possibilistic Instrumental Variable Regression with Potentially Invalid Instruments
允许工具变量潜在无效的可能性理论回归
Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on possibility theory that performs posterior inference on the treatment effect, conditional on a user-specified set of potential violations of the instrument exogeneity assumption. Our method can provide valid results even when only a single,…