ETH-FDS seminar series

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Date / Time

Speaker

Title

Location

22 September 2023
15:15-16:15

Zijian Guo
Rutgers University, USA

Event Details

Title	Joint talk: Robust Causal Inference with Possibly Invalid Instruments: Post-selection Problems and A Solution Using Searching and Sampling
Speaker, Affiliation	Zijian Guo,Rutgers University, USA
Date, Time	22 September 2023, 15:15-16:15
Location	HG G 19.1
Abstract	Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications, and a fast-growing area of research is inference for the causal effect with possibly invalid instruments. This paper illustrates that the existing confidence intervals may undercover when the valid and invalid instruments are hard to separate in a data-dependent way. To address this, we construct uniformly valid confidence intervals that are robust to the mistakes in separating valid and invalid instruments. We propose to search for a range of treatment effect values that lead to sufficiently many valid instruments. We further devise a novel sampling method, which, together with searching, leads to a more precise confidence interval. Our proposed searching and sampling confidence intervals are uniformly valid and achieve the parametric length under the finite-sample majority and plurality rules. We apply our proposal to examine the effect of education on earnings. The proposed method is implemented in the R package RobustIV available from CRAN.

16 November 2023
16:15-17:15

Jakob Zech
Universität Heidelberg

Event Details

Title	Title T.B.A.
Speaker, Affiliation	Jakob Zech,Universität Heidelberg
Date, Time	16 November 2023, 16:15-17:15
Location	HG
Abstract	tba

Title T.B.A.read_more

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