Efficient semiparametric estimation of marginal treatment effects with genetic instrumental variables
遗传工具变量下边际处理效应的有效半参数估计AI 解读 ↓
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Alcohol misuse is a key target of public health strategies aimed at reducing cardiovascular risk. The effect of excessive alcohol consumption on blood pressure may vary systematically with individuals' unobserved propensity to engage in heavy drinking, complicating causal inference with observational data. The marginal treatment effects framework uses an instrumental variable for treatment choice (excessive alcohol consumption) to study how selection into treatment is linked with the treatment effect. We explore the use of a genetic instrument within this framework, which is challenging because genetic compliers (individuals for whom a change in the instrument changes their treatment choice) are likely to be a small proportion of the overall sample. This can lead to greater sampling uncertainty in the tails of the propensity score distribution, i.e., the conditional probability of choosing treatment, and in turn poor estimation of causal estimands that measure heterogeneous treatment effects. We show that the use of efficient influence functions of target estimands improves estimation in terms of robustness to sampling uncertainty in nonparametrically estimated propensity scores. We find evidence of reverse selection on gains: individuals most prone to excessive alcohol consumption experience larger adverse effects on blood pressure.
连接局部与总体因果效应:近端工具变量方法
Instrumental variable (IV) methods address treatment endogeneity, but with non-compliance and heterogeneous treatment effects a binary instrument generally identifies the local average treatment effect (LATE) among compliers rather than the population average treatment effect (ATE). When treatment effects and compliance probabilities are heterogeneous and dependent through latent factors, the ATE need not be identified by IV variation alone. We develop a proximal…
存在混杂时反事实分布的非参数识别与推断
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the joint distribution by leveraging conditional copulas. To overcome the non-differentiability of bounding min/max operators, we establish the asymptotic properties for both a direct estimator with polynomial margin condition and a smooth…
超越平均效应:不完全依从下的分布因果推断
We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to identify the local distributional treatment effect-the difference in outcome distributions between treatment and control groups for the subpopulation of compliers. We propose a regression-adjusted estimator based on a distribution…
包含协变量时的工具变量有效性检验
We develop a novel test of the instrumental variable identifying assumptions for heterogeneous treatment effect models with conditioning covariates. We assume semiparametric dependence between potential outcomes and conditioning covariates. This allows us to obtain testable equality and inequality restrictions among the subdensities of estimable partial residuals. We propose jointly testing these restrictions. To improve power, we introduce distillation, where a trimmed…
通过预平滑估计比例风险模型的工具变量方法
We consider instrumental variable estimation of the proportional hazards model of Cox (1972). The instrument and the endogenous variable are discrete but there can be (possibly continuous) exogenous covariables. By making a rank invariance assumption, we can reformulate the proportional hazards model into a semiparametric version of the instrumental variable quantile regression model of Chernozhukov and Hansen (2005). A naïve estimation approach based on conditional moment…
带工具变量与单调性约束的半参数分布回归
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probit estimators. We discuss the causal interpretation of the estimators and two methods (monotone rearrangement and isotonic regression) to ensure a monotonically increasing distribution function. Asymptotic properties and simulation evidence are provided. An application to wage equations reveals…