Mathematics > Statistics Theory
[Submitted on 15 May 2024 (v1), last revised 20 May 2024 (this version, v2)]
Title:The Instrumental Variable Model with Categorical Instrument, Treatment and Outcome
View PDF HTML (experimental)Abstract:Instrumental variable models are central to the inference of causal effects in many settings. We consider the instrumental variable model with discrete variables where the instrument (Z), exposure (X) and outcome (Y) take Q, K, and M levels respectively. We assume that the instrument is randomized and that there is no direct effect of Z on Y so that Y(x,z) = Y(x). We first provide a simple characterization of the set of joint distributions of the potential outcomes P(Y(x=1), ..., Y(x=K)) compatible with a given observed distribution P(X, Y | Z). We then discuss the variation (in)dependence property of the marginal probability distribution of the potential outcomes P(Y(x=1)), ..., P(Y(x=K)) which has direct implications for partial identification of average causal effect contrasts such as E[Y(x=i) - Y(x=j)]. We also include simulation results on the volume of the observed distributions not compatible with the IV model as K and Q change.
Submission history
From: Yilin Song [view email][v1] Wed, 15 May 2024 17:02:47 UTC (1,361 KB)
[v2] Mon, 20 May 2024 04:35:51 UTC (1,367 KB)
Current browse context:
math.ST
References & Citations
Bibliographic and Citation Tools
Bibliographic Explorer (What is the Explorer?)
Litmaps (What is Litmaps?)
scite Smart Citations (What are Smart Citations?)
Code, Data and Media Associated with this Article
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub (What is DagsHub?)
Gotit.pub (What is GotitPub?)
Papers with Code (What is Papers with Code?)
ScienceCast (What is ScienceCast?)
Demos
Recommenders and Search Tools
Influence Flower (What are Influence Flowers?)
Connected Papers (What is Connected Papers?)
CORE Recommender (What is CORE?)
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.