Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Valid Causal Inference with (Some) Invalid Instruments   Instrumental variable methods provide a powerful approach to estimating
causal effects in the presence of unobserved confounding. But a key challenge
when applying them is the reliance on untestable "exclusion" assumptions that
rule out any relationship between the instrument variable and the response that
is not mediated by the treatment. In this paper, we show how to perform
consistent IV estimation despite violations of the exclusion assumption. In
particular, we show that when one has multiple candidate instruments, only a
majority of these candidates---or, more generally, the modal candidate-response
relationship---needs to be valid to estimate the causal effect. Our approach
uses an estimate of the modal prediction from an ensemble of instrumental
variable estimators. The technique is simple to apply and is "black-box" in the
sense that it may be used with any instrumental variable estimator as long as
the treatment effect is identified for each valid instrument independently. As
such, it is compatible with recent machine-learning based estimators that allow
for the estimation of conditional average treatment effects (CATE) on complex,
high dimensional data. Experimentally, we achieve accurate estimates of
conditional average treatment effects using an ensemble of deep network-based
estimators, including on a challenging simulated Mendelian Randomization
problem.

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The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph
10
The categories of this paper are: q-bio
12
The categories of this paper are: nucl-th
7
The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
30
The categories of this paper are: q-alg
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The categories of this paper are: physics
29
The categories of this paper are: funct-an
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The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
34
The categories of this paper are: chem-ph
28
The categories of this paper are: alg-geom