NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION

This paper investigates whether there can exist regular estimators in models characterized by nonparametric instrumental variable (NPIV). We show by a number of examples that regular estimation is impossible in general for nonlinear functionals.

摘要来源：Crossref

笔记与分组

同方向的基础文献

相关领域论文

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

On Local Inference for Functionals of Ill-Posed Inverse Problems

Ellen Graham · Andrea Rotnitzky首次提交 2026-10-14 · 修订 2026-10-14 · v1arXiv预印本

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…

微观 · 因果推断半参数与非参数工具变量

被引：暂无数据

阅读原文 ↗BibTeX ↓

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

Nested Instrumental Variables Analysis: Switcher Average Treatment Effect, Identification, Efficient Estimation and Generalizability

Rui Wang · Ying-Qi Zhao · Oliver Dukes · Bo Zhang首次提交 2024-05-11 · 修订 2026-10-08 · v7arXiv预印本

嵌套工具变量分析：转换者平均处理效应及可推广性AI 解读

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…

微观 · 因果推断工具变量半参数与效率

关联记录被引 0 次 ↗OpenAlex · 核验 2026-09-30

AI 解读阅读原文 ↗BibTeX ↓

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

Fertility, Child Gender, and Parental Migration Decision: Evidence from China

Zibin Huang · Lin Lin · Junsen Zhang收录 2026-09-29Quantitative Economics作者接收稿

生育、子女性别与父母迁移决策：来自中国的证据AI 解读

We study how the number and gender of children affect rural-tourban parental migration in China. Exploiting variation from the “1.5- child policy,” which allowed a second birth only if the firstborn was a girl, we separately identify the causal effects of fertility and child gender based on a novel semi-parametric method. Using the 2010 population census, we find that an additional child increases the likelihood of joint parental migration by 12.1 percent, while the presence…

微观 · 因果推断半参数与效率工具变量

被引：暂无数据

AI 解读阅读原文 ↗BibTeX ↓

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

Semiparametric Inference for Dynamic Causal Effects from Observational Time Series

Shibo Yu · Yan Chen · Jin-Hong Du · Guodong Li首次提交 2026-09-23 · 修订 2026-09-23 · v1arXiv预印本

观察性时间序列动态因果效应的半参数推断AI 解读

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…

微观 · 因果推断半参数与效率预测与混频

关联记录被引 0 次 ↗OpenAlex · 核验 2026-10-01

AI 解读阅读原文 ↗BibTeX ↓

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

The Multiplicative Instrumental Variable Model

Jiewen Liu · Chan Park · Yonghoon Lee · Yunshu Zhang · Mengxin Yu 等 7 位作者上线 2026-09-21Biometrika在线待刊

乘法工具变量模型AI 解读

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…

微观 · 因果推断工具变量半参数与效率

被引：暂无数据

AI 解读阅读原文 ↗BibTeX ↓

共同方法：半参数与非参数、识别与工具变量、一般估计、工具变量

Bridging Local and Population Causal Effects: A Proximal Instrumental Variable Approach

Zixuan Yao · Guosheng Yin首次提交 2026-09-18 · 修订 2026-09-18 · v1arXiv预印本

连接局部与总体因果效应：近端工具变量方法AI 解读

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…

微观 · 因果推断工具变量因子模型

关联记录被引 0 次 ↗OpenAlex · 核验 2026-10-01

AI 解读阅读原文 ↗BibTeX ↓