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Identifiability of the instrumental variable model with the treatment and outcome missing not at random

处理与结果非随机缺失时,工具变量模型的可识别性

The instrumental variable model of Imbens and Angrist (1994) and Angrist et al. (1996) identifies the local average treatment effect, also known as the complier average causal effect (CACE). In practice, however, the treatment and outcome are often missing, and when they are missing not at random (MNAR), the CACE is generally not identifiable without further assumptions, because the underlying data distribution itself cannot be recovered. We study when the CACE remains…

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Environment-Adaptive Covariate Selection: Learning When to Use Spurious Correlations for Out-of-Distribution Prediction

环境自适应协变量选择:分布外预测中何时利用伪相关

A common approach to out-of-distribution prediction restricts models to causal or invariant covariates to avoid spurious associations that may change across environments. Despite its theoretical appeal, this strategy can underperform empirical risk minimization when only a subset of the causal parents of the outcome is observed. In such settings, non-causal covariates can serve as proxies for unobserved causal parents and improve prediction when the proxy relationship is…

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Identification and estimation of the conditional average treatment effect with nonignorable missing covariates, treatment, and outcome

协变量、处理与结果非可忽略缺失下的条件平均处理效应识别与估计

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only partially observed. When missingness depends on unobserved values (missing not at random; MNAR), standard methods can yield biased estimates of the conditional average treatment effect (CATE). This paper establishes nonparametric…

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Mediation analysis with the mediator and outcome missing not at random

中介与结果非随机缺失时的中介分析

Mediation analysis is widely used for investigating direct and indirect causal pathways through which an effect arises. However, many mediation analysis studies are challenged by missingness in the mediator and outcome. In general, when the mediator and outcome are missing not at random, the direct and indirect effects are not identifiable without further assumptions. In this work, we study the identifiability of the direct and indirect effects under some interpretable…

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