TSCI: two stage curvature identification for causal inference with invalid instruments
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Publication:65416
DOI10.48550/ARXIV.2304.00513arXiv2304.00513MaRDI QIDQ65416FDOQ65416
Authors: David Carl, Corinne Emmenegger, Peter Bühlmann, Zijian Guo 
Publication date: 2 April 2023
Abstract: TSCI implements treatment effect estimation from observational data under invalid instruments in the R statistical computing environment. Existing instrumental variable approaches rely on arguably strong and untestable identification assumptions, which limits their practical application. TSCI does not require the classical instrumental variable identification conditions and is effective even if all instruments are invalid. TSCI implements a two-stage algorithm. In the first stage, machine learning is used to cope with nonlinearities and interactions in the treatment model. In the second stage, a space to capture the instrument violations is selected in a data-adaptive way. These violations are then projected out to estimate the treatment effect.
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