Causal inference with imperfect instrumental variables
نویسندگان
چکیده
Abstract Instrumental variables allow for quantification of cause and effect relationships even in the absence interventions. To achieve this, a number causal assumptions must be met, most important which is independence assumption, states that instrument any confounding factor independent. However, if this condition not can we still work with imperfect instrumental variables? Imperfect instruments manifest themselves by violations inequalities constrain set correlations scenario. In article, establish quantitative relationship between such minimal amount measurement dependence required to explain them case discrete observed variables. As result, provide adapted are valid presence relaxed assumption This allows adaptation existing new lower bounds on average scenarios binary outcomes. Finally, discuss our findings context quantum mechanics.
منابع مشابه
Regression and Weighting Methods for Causal Inference Using Instrumental Variables
Recent researches in econometrics and statistics have gained considerable insights into the use of instrumental variables (IVs) for causal inference. A basic idea is that IVs serve as an experimental handle, the turning of which may change each individual’s treatment status and, through and only through this effect, also change observed outcome. The average difference in observed outcome relati...
متن کاملAssessing the Credibility of Instrumental Variables Inference with Imperfect Instruments Via Sensitivity Analysis
Consistent instrumental variables (IV) estimation requires instruments uncorrelated with the model errors, but this assumption is usually both suspect and untestable. Here the asymptotic sampling distribution of the IV parameter estimator is derived for any specified instrument-error covariance vector. This result makes it possible to quantify the sensitivity of any particular IV inference resu...
متن کاملExploiting instrumental variables in causal inference with nonignorable outcome nonresponse using principal stratification
In this paper we consider a specific post-treatment complication that may arise in both randomized and observational studies, namely the problem of nonignorable nonresponse on an outcome variable. This is a typical topic usually known in the econometric literature as endogenous selection; here we tackle this problem specifically within a causal inference framework. By exploiting Principal Strat...
متن کاملSmall Concentration Asymptotics and Instrumental Variables Inference
Poskitt and Skeels (2003) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form model is small. A basic purpose of this paper is to provide the practitioner with easily implemented inferential tools based upon extensions to these small conc...
متن کاملCausal Inference via Natural Experiments and Instrumental Variables: The Effect of “Knifing Off” from the Past
According to Laub and Sampson (2003), desistance from crime is made possible by “knifing off”—“offenders desist in response to structurally induced turning points that serve as the catalyst for sustaining long-term behavioral change” (p. 149). What turning points create are new situations that allow individuals to knife off the past, in part, by changing those routine activity patterns that led...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of causal inference
سال: 2022
ISSN: ['2193-3677', '2193-3685']
DOI: https://doi.org/10.1515/jci-2021-0065