Two Stage Curvature Identification with Machine Learning: Causal Inference with Possibly Invalid Instrumental Variables
From MaRDI portal
(Redirected from Publication:65415)
Abstract: We discuss causal inference for observational studies with possibly invalid instrumental variables. We propose a novel methodology called two-stage curvature identification (TSCI), which explores the nonlinear treatment model with machine learning and adjusts for different forms of violating the instrumental variable assumptions. The success of TSCI requires the instrumental variable's effect on treatment to differ from its violation form. A novel bias correction step is implemented to remove bias resulting from potentially high complexity of machine learning. Our proposed TSCI estimator is shown to be asymptotically unbiased and normal even if the machine learning algorithm does not consistently estimate the treatment model. We design a data-dependent method to choose the best among several candidate violation forms. We apply TSCI to study the effect of education on earnings.
This page was built for publication: Two Stage Curvature Identification with Machine Learning: Causal Inference with Possibly Invalid Instrumental Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q65415)
