Two-sample instrumental variable analyses using heterogeneous samples
From MaRDI portal
Publication:2325638
Abstract: Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992) suggested to use two-sample instrumental variable (TSIV) estimators that use sample moments from an instrument-exposure sample and an instrument-outcome sample. However, this method is biased if the two samples are from heterogeneous populations so that the distributions of the instruments are different. In linear structural equation models, we derive a new class of TSIV estimators that are robust to heterogeneous samples under the key assumption that the structural relations in the two samples are the same. The widely used two-sample two-stage least squares estimator belongs to this class. It is generally not asymptotically efficient, although we find that it performs similarly to the optimal TSIV estimator in most practical situations. We then attempt to relax the linearity assumption. We find that, unlike one-sample analyses, the TSIV estimator is not robust to misspecified exposure model. Additionally, to nonparametrically identify the magnitude of the causal effect, the noise in the exposure must have the same distributions in the two samples. However, this assumption is in general untestable because the exposure is not observed in one sample. Nonetheless, we may still identify the sign of the causal effect in the absence of homogeneity of the noise.
Recommendations
- Robust inference for the two-sample 2SLS estimator
- Improving the robustness and efficiency of covariate-adjusted linear instrumental variable estimators
- Instrumental variable estimators for binary outcomes
- Data-adaptive doubly robust instrumental variable methods for treatment effect heterogeneity
- Control function instrumental variable estimation of nonlinear causal effect models
Cites work
- Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables
- Bounds on Treatment Effects From Studies With Imperfect Compliance
- Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
- Causality. Models, reasoning, and inference
- Doubly robust estimation of the local average treatment effect curve
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- scientific article; zbMATH DE number 5245018 (Why is no real title available?)
- Identification and Estimation of Local Average Treatment Effects
- Identification of Causal Effects Using Instrumental Variables
- Improving the robustness and efficiency of covariate-adjusted linear instrumental variable estimators
- Large Sample Properties of Generalized Method of Moments Estimators
- Models as approximations. I. Consequences illustrated with linear regression
- Robust inference for the two-sample 2SLS estimator
- Semiparametric instrumental variable estimation of treatment response models.
- Some Properties of a Modification of the Limited Information Estimator
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
- The Fitting of Straight Lines if Both Variables are Subject to Error
- The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
- The Probability Approach in Econometrics
- Using Least Squares to Approximate Unknown Regression Functions
Cited in
(13)- Estimation and inference of semiparametric models using data from several sources
- On semiparametric instrumental variable estimation of average treatment effects through data fusion
- Improved methods for moment restriction models with data combination and an application to two-sample instrumental variable estimation
- Weak‐instrument robust tests in two‐sample summary‐data Mendelian randomization
- Discussion on: Instrumented Difference-in-Differences, by Ting Ye, Ashkan Ertefaie, James Flory, Sean Hennessy and Dylan S. Small
- Rejoinder to “Instrumented Difference-in-Differences”
- Efficient estimation with missing data and endogeneity
- Data integration in causal inference
- A pilot design for observational studies: using abundant data thoughtfully
- Mendelian randomization methods for causal inference: estimands, identification and inference
- Towards a unified theory for semiparametric data fusion with individual-level data
- Identification and Multiply Robust Estimation of Causal Effects via Instrumental Variables from An Auxiliary Population
- Checking genetic homogeneity between two samples using summary statistics with application to Mendelian randomization
This page was built for publication: Two-sample instrumental variable analyses using heterogeneous samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2325638)
