Showing 121 - 130 of 7,573
Abstract Within the field of causal inference, it is desirable to learn the structure of causal relationships holding between a system of variables from the correlations that these variables exhibit; a sub-problem of which is to certify whether or not a given causal hypothesis is compatible with...
Persistent link: https://www.econbiz.de/10014610885
Abstract There has been increasing interest in recent years in the development of approaches to estimate causal effects when the number of potential confounders is prohibitively large. This growth in interest has led to a number of potential estimators one could use in this setting. Each of...
Persistent link: https://www.econbiz.de/10014610886
Abstract A result from a standard linear model course is that the variance of the ordinary least squares (OLS) coefficient of a variable will never decrease when including additional covariates into the regression. The variance inflation factor (VIF) measures the increase of the variance....
Persistent link: https://www.econbiz.de/10014610890
Abstract In Instrumental Variables (IV) estimation, the effect of an instrument on an endogenous variable may vary across the sample. In this case, IV produces a local average treatment effect (LATE), and if monotonicity does not hold, then no effect of interest is identified. In this paper, I...
Persistent link: https://www.econbiz.de/10014610899
Abstract Unmeasured confounding is one of the most important threats to the validity of observational studies. In this paper we scrutinize a recently proposed sensitivity analysis for unmeasured confounding. The analysis requires specification of two parameters, loosely defined as the maximal...
Persistent link: https://www.econbiz.de/10014610900
Abstract Doubly robust (DR) estimators are an important class of statistics derived from a theory of semiparametric efficiency. They have become a popular tool in causal inference, including applications to dynamic treatment regimes. The doubly robust estimators for the mean response to a...
Persistent link: https://www.econbiz.de/10014610903
Abstract The notion that an independent central bank reduces a country’s inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to the data has not been adequately...
Persistent link: https://www.econbiz.de/10014610904
Abstract Mediation analysis has been used in many disciplines to explain the mechanism or process that underlies an observed relationship between an exposure variable and an outcome variable via the inclusion of mediators. Decompositions of the total effect (TE) of an exposure variable into...
Persistent link: https://www.econbiz.de/10014610905
Abstract Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway-specific effects. Interventional direct and indirect effects provide one...
Persistent link: https://www.econbiz.de/10014610906
Abstract Modern longitudinal studies collect feature data at many timepoints, often of the same order of sample size. Such studies are typically affected by dropout and positivity violations. We tackle these problems by generalizing effects of recent incremental interventions (which shift...
Persistent link: https://www.econbiz.de/10014610908