The INSIDE assumption under all positive coding: interpretation and partial empirical assessment
全正编码下的 INSIDE 假设:解释与部分经验评估AI 解读 ↓
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全正编码下的 INSIDE 假设:解释与部分经验评估AI 解读 ↓
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Mendelian randomisation (MR) implemented through instrumental variable (IV) analysis is a popular strategy for strengthening causal inference in observational studies. A key assumption for several MR estimators, including MR-Egger regression, is the INstrument Strength Independent of Direct Effect (INSIDE) assumption. However, there is no established empirical test for assessing the plausibility of this assumption. Moreover, INSIDE depends on how genetic variants are coded (i.e., on the choice of the effect allele), which is often arbitrary and therefore hampers assessing the plausibility of this assumption on substantive grounds. In this paper, we show that the all-positive coding scheme (i.e., for all variants, choosing the allele positively associated with the exposure as the effect allele), which is typically used in MR-Egger, is equivalent to a coding-invariant model that can be given a natural interpretation because the direct effect parameters under this coding scheme are in the same direction as the bias of individual-variant ratio estimators. Moreover, using both theoretical arguments and simulations, we show that, under commonly assumed data-generating models in the MR methodological literature, heteroscedasticity of instrument-outcome coefficients according to instrument-exposure coefficients is a feature of at least some types of INSIDE violation, indicating that heteroscedasticity tests could contribute to assessing the plausibility of the INSIDE assumption. We further highlight specific cases where the test would not work. We illustrate its application by re-analysing a real dataset assessing the causal effect of large particle high density lipoprotein cholesterol on age-related macular degeneration.
Two frequent approaches for identifying structural VARs are external instruments, which carry economic content but are often weak, and non-Gaussianity of the shocks, which provides statistical identification but carries no economic meaning. We combine the two strategies in a single generalized method of moments framework. This hybrid approach point-identifies the target shocks while also identifying the non-target shocks up to sign and ordering. Under suitable rank…
IV-LASSO 的工具变量字典与惩罚选择
Estimating the first stage of an instrumental variables (IV) model with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary of technical instruments and a penalty level. First-order asymptotic theory offers no guidance on these choices, as any consistent implementation yields a structural parameter estimator with the same limiting distribution. In finite samples, however, these choices can have a substantial impact on the resulting…
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…
借助知识迁移增强代表性不足子群体的工具变量分析
Instrumental variable (IV) analysis in underrepresented target populations suffers from low statistical efficiency and weak IV bias due to limited sample size. Leveraging external knowledge from a source population with larger samples offers an appealing solution to this problem. We propose in this paper the KNowledge-powered IV Estimator for underrepresented Subpopulations (KNIVES), a framework that enhances the IV analysis for underrepresented subpopulations by…
Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this paper, we propose a representation learning approach that constructs instrumental representations from observed covariates, which could enable IV-based estimation even in the absence of an explicit instrument. Our model (ZNet) achieves this…
BGM-IV:面向高维协变量工具变量回归的贝叶斯生成建模
Instrumental-variable (IV) regression enables causal estimation under endogeneity, but modern IV problems often involve nonlinear structural effects and high-dimensional covariates. Existing methods typically operate in observed or generic learned feature spaces, and they often yield point estimates without uncertainty quantification. We introduce BGM-IV, a Bayesian generative modeling approach that performs nonlinear IV regression through posterior inference in a causally…