On semiparametric instrumental variable estimation of average treatment effects through data fusion

DOI10.5705/SS.202020.0081zbMATH Open1483.62042arXiv1810.03353OpenAlexW3176709094MaRDI QIDQ5067435FDOQ5067435

Authors: Baoluo Sun, Wang Miao 

Publication date: 1 April 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment effect when data are fused from two separate sources, one of which contains information on the treatment and the other contains information on the outcome, while values for the instrument and a vector of baseline covariates are recorded in both. We provide a general set of sufficient conditions under which the average treatment effect is nonparametrically identified from the observed data law induced by data fusion, even when the data are from two heterogeneous populations, and derive the efficiency bound for estimating this causal parameter. For inference, we develop both parametric and semiparametric methods, including a multiply robust and locally efficient estimator that is consistent even under partial misspecification of the observed data model. We illustrate the methods through simulations and an application on public housing projects.

Full work available at URL: https://arxiv.org/abs/1810.03353

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zbMATH Keywords

multiple robustnessunmeasured confoundingtwo-sample inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Causal inference from observational studies (62D20)

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Cited In (5)

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• Calibrated regression estimation using empirical likelihood under data fusion
• Modern approaches for evaluating treatment effect heterogeneity from clinical trials and observational data
• Doubly robust regression analysis for data fusion

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