Instumental variables and two stage regression
Confounding! This scientist performed a miracle graph surgery intervention and you won’t believe what happened next
October 26, 2016 — August 6, 2022
algebra
graphical models
how do science
machine learning
networks
probability
statistics
TODO. 🚧TODO🚧 clarify (Brito and Pearl 2012, 2002)
1 References
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———. 2012. “Generalized Instrumental Variables.” arXiv:1301.0560 [Cs].
Gelman, and Meng. 2004. Applied Bayesian Modeling and Causal Inference From Incomplete-Data Perspectives.
Kleibergen, and Zivot. 1998. “Bayesian and Classical Approaches to Instrumental Variables Regression.” 9812002. Econometrics.
Künzel, Sekhon, Bickel, et al. 2019. “Metalearners for Estimating Heterogeneous Treatment Effects Using Machine Learning.” Proceedings of the National Academy of Sciences.
Lenkoski, Eicher, and Raftery. 2014. “Two-Stage Bayesian Model Averaging in Endogenous Variable Models.” Econometric Reviews.
Mishler, and Kennedy. 2021. “FADE: FAir Double Ensemble Learning for Observable and Counterfactual Outcomes.” arXiv:2109.00173 [Cs, Stat].
Morgan, and Winship. 2015. Counterfactuals and Causal Inference.
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Shi, Claudia, Blei, and Veitch. 2019. “Adapting Neural Networks for the Estimation of Treatment Effects.” In Proceedings of the 33rd International Conference on Neural Information Processing Systems.
Shi, Dingjing, and Tong. 2017. Bayesian Two-Stage Robust Causal Modeling with Instrumental Variables Using Student’s t Distributions.
van der Zander, Textor, and Liskiewicz. 2015. “Efficiently Finding Conditional Instruments for Causal Inference.” In Proceedings of the 24th International Conference on Artificial Intelligence. IJCAI’15.