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TSCI: two stage curvature identification for causal inference with invalid instruments

Authors :
Carl, David
Emmenegger, Corinne
Bühlmann, Peter
Guo, Zijian
Publication Year :
2023

Abstract

TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification assumptions, which limits their practical application. TSCI does not require the classical instrumental variable identification conditions and is effective even if all instruments are invalid. TSCI implements a two-stage algorithm. In the first stage, machine learning is used to cope with nonlinearities and interactions in the treatment model. In the second stage, a space to capture the instrument violations is selected in a data-adaptive way. These violations are then projected out to estimate the treatment effect.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....5059d49cfb6b231d57e1d459b64c3e6c