Semiparametric efficient G-estimation with invalid instrumental variables

DOI10.1093/BIOMET/ASAD011MaRDI QIDQ6148676zbMATH OpenFDO

Authors Baoluo Sun, Zhong-Hua Liu, Eric J. Tchetgen Tchetgen

Publication date 7 February 2024

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.10615

zbMATH Keywords

causal inferenceG-estimationinstrumental variablemultiple robustness propertysemiparametric theoryunmeasured confounding

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple instruments are routinely used, leading to concerns about bias due to possible violation of the instrumental variable assumptions. To address this concern, we introduce a new class of g-estimators that are guaranteed to remain consistent and asymptotically normal for the causal effect of interest provided that a set of at least $gamma$ out of $K$ candidate instruments are valid, for $gammaleqK$ set by the analyst ex ante, without necessarily knowing the identities of the valid and invalid instruments. We provide formal semiparametric efficiency theory supporting our results. Both simulation studies and applications to the UK Biobank data demonstrate the superior empirical performance of our estimators compared to competing methods.

Cited in

(6)

• Mendelian randomization methods for causal inference: estimands, identification and inference
• Instrumental variable envelope models for endogenous multivariate regression
• Partial causal identification for right censored data with noncompliance
• Fast and efficient causal inference in large-scale data via subsampling and projection calibration
• Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
• The synthetic instrument: from sparse association to sparse causation

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