Measurement errors in the binary instrumental variable model

DOI10.1093/BIOMET/ASZ060MaRDI QIDQ5222233zbMATHOpenAlexWikidataFDO

Authors Zhichao Jiang, Peng Ding

Publication date 1 April 2020

Published in Biometrika (Search for Journal in Brave)

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

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)

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.

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Cited in

(18)

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

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