Easy-to-Implement Two-Way Effect Decomposition for Any Outcome Variable with Endogenous Mediator
内生中介下适用于任意结果变量的简便直接与间接效应分解AI 解读 ↓
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内生中介下适用于任意结果变量的简便直接与间接效应分解AI 解读 ↓
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Given a binary treatment D and a binary mediator M, mediation analysis decomposes the total effect of D on an outcome Y into the direct and indirect effects. Typically, both D and M are assumed to be exogenous, but this paper allows M to be endogenous while maintaining the exogeneity of D, which holds certainly if D is randomized. The endogeneity problem of M is then overcome using a binary instrumental variable Z. We derive a nonparametric "causal reduced form (CRF)" for Y with either (D,Z,DZ) or (D,M,DZ) as the regressors. The CRF enables estimating the direct and indirect effects easily with ordinary least squares or instrumental variable estimator, instead of matching or inverse probability weighting that have difficulties in finding the asymptotic distribution or in dealing with near-zero denominators. Not just this ease in implementation, our approach is applicable to any Y (binary, count, continuous, etc.). Simulation and empirical studies illustrate our approach.
We study inference for continuous linear functionals of solutions to ill-posed inverse problems, including Euclidean parameters arising in nonparametric instrumental variables, proximal causal inference, and shadow-variable models. Although pointwise root-$n$ inference is possible under standard conditions, we show that this need not translate into locally reliable inference. Under a model imposing only minimal regularity conditions, the target is Hellinger discontinuous…
嵌套工具变量分析:转换者平均处理效应及可推广性
Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the non-ignorable treatment received. Under a monotonicity assumption, a valid IV nonparametrically identifies the average treatment effect among a latent complier subgroup, whose generalizability is often under debate. In many studies, there exist…
观察性时间序列动态因果效应的半参数推断
In observational time series, statistical inference for dynamic causal effects of a one-time intervention across horizons is complicated by high-dimensional observed pre-treatment information, unmeasured confounding, and serial dependence. To address these challenges, we develop a semiparametric framework for inference from a single serially dependent time series, integrating debiased machine learning with instrumental variables through buffered block cross-fitting. Under…
乘法工具变量模型
Summary The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a homogeneity condition such as monotonicity or no unmeasured common effect modifier between the additive effect of the treatment on the outcome, and that of the IV on the treatment. In this work, we introduce the Multiplicative…
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…
审查员工具变量设计的局部稳健半参数方法
I propose a locally robust semiparametric framework for estimating causal effects using examiner IV designs when adjustment for many or continuous covariates makes saturation infeasible or produces sparse cells. The key ingredient of this approach is an orthogonal moment function that removes the first-order effect of estimation errors in the two treatment regressions defining the examiner IV. I derive the orthogonal moment function and show that it remains valid under…