Measurement errors in the binary instrumental variable model

DOI10.1093/BIOMET/ASZ060zbMATH Open1435.62388arXiv1906.02030OpenAlexW2991376133WikidataQ127216732 ScholiaQ127216732MaRDI QIDQ5222233FDOQ5222233

Authors: Zhichao Jiang, Peng Ding 

Publication date: 1 April 2020

Published in: Biometrika (Search for Journal in Brave)

Abstract: Instrumental variable methods can identify causal effects even when the treatment and outcome are confounded. We study the problem of imperfect measurements of the binary instrumental variable, treatment or outcome. We first consider non-differential measurement errors, that is, the mis-measured variable does not depend on other variables given its true value. We show that the measurement error of the instrumental variable does not bias the estimate, the measurement error of the treatment biases the estimate away from zero, and the measurement error of the outcome biases the estimate toward zero. Moreover, we derive sharp bounds on the causal effects without additional assumptions. These bounds are informative because they exclude zero. We then consider differential measurement errors, and focus on sensitivity analyses in those settings.

Full work available at URL: https://arxiv.org/abs/1906.02030

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zbMATH Keywords

noncompliancesensitivity analysismisclassificationsharp boundcomplier average causal effect

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (18)

• Identifying treatment effects in the presence of confounded types
• The elephant in the corner: a cautionary tale about measurement error in treatment effects models
• IV estimation without distributional assumptions
• Bounding the effects of measurement error in regressions involving dichotomous variables
• Analysis of the binary instrumental variable model
• Instrumental variables methods with heterogeneity and mismeasured instruments
• A note on the control function approach with an instrumental variable and a binary outcome
• Bias attenuation results for nondifferentially mismeasured ordinal and coarsened confounders
• Instrumental variable estimation in a probit measurement error model
• Correction to: ``Partial identification of the average treatment effect using instrumental variables: review of methods for binary instruments, treatments, and outcomes
• Error-free milestones in error prone measurements
• Covariate measurement and endogeneity
• Instrumental variables as bias amplifiers with general outcome and confounding
• Likelihood analysis of the binary instrumental variable model
• Heterogeneous treatment effects with mismeasured endogenous treatment
• Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
• Correcting instrumental variables estimators for systematic measurement error
• Instrumental Variable Estimation in Binary Regression Measurement Error Models

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