Efficient nonparametric estimation of causal effects in randomized trials with noncompliance
存在不依从的随机试验中因果效应的高效非参数估计AI 解读 ↓
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存在不依从的随机试验中因果效应的高效非参数估计AI 解读 ↓
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Causal approaches based on the potential outcome framework provide a useful tool for addressing noncompliance problems in randomized trials. We propose a new estimator of causal treatment effects in randomized clinical trials with noncompliance. We use the empirical likelihood approach to construct a profile random sieve likelihood and take into account the mixture structure in outcome distributions, so that our estimator is robust to parametric distribution assumptions and provides substantial finite-sample efficiency gains over the standard instrumental variable estimator. Our estimator is asymptotically equivalent to the standard instrumental variable estimator, and it can be applied to outcome variables with a continuous, ordinal or binary scale. We apply our method to data from a randomized trial of an intervention to improve the treatment of depression among depressed elderly patients in primary care practices.
含观测协变量的非参数工具变量回归
We study the problem of nonparametric instrumental variable regression with observed covariates, which we refer to as NPIV-O. Compared with standard nonparametric instrumental variable regression (NPIV), the additional observed covariates facilitate causal identification and enables heterogeneous causal effect estimation. However, the presence of observed covariates introduces two challenges for its theoretical analysis. First, it induces a partial identity structure, which…
变分矩方法
Abstract The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. We introduce a very general class of estimators called the variational method of moments (VMM), motivated by a variational minimax reformulation of optimally weighted generalized method of moments for finite sets of moments. VMM controls infinitely for many moments characterized by…
函数系数工具变量模型的局部线性 GMM 估计及教育回报应用
We consider the local linear generalized method of moment (GMM) estimation of functional coefficient models with a mix of discrete and continuous data and in the presence of endogenous regressors. We establish the asymptotic normality of the estimator and derive the optimal instrumental variable that minimizes the asymptotic variance-covariance matrix among the class of all local linear GMM estimators. Data-dependent bandwidth sequences are also allowed for. We propose a…
Napkin 因果图下的因果推断
Unmeasured confounding can render identification strategies based on adjustment functionals invalid. We study the "Napkin" graph, a causal structure that encapsulates features of M-bias, instrumental variables, and classical back-door and front-door settings, yet identifies the average treatment effect through a nonstandard ratio of two g-formulas. We develop influence-function-based estimators for this functional, including doubly-robust one-step and targeted minimum…
内生性面板数据中连续处理效应的双重/去偏机器学习
We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous treatments and various forms of endogeneity, and introduces a cross-fitting scheme to restore independence after eliminating time fixed effects. A penalized GMM debiasing term enables automatic debiased machine learning with endogeneity. Our…
利用大量弱交互矩的构造性工具变量识别与推断
Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian randomization, where genetic variants serve as instruments and violations of exclusion restriction or independence assumptions are common. We propose MAGIC, a constructive and assumption-lean framework that achieves identification even when all…