Instrumental variable estimation of weighted local average treatment effects

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

Instrumental variable (IV) analysis addresses bias owing to unmeasured confounding when comparing two nonrandomized treatment groups. To date, studies in the statistical and biomedical literature have focused on the local average treatment effect (LATE), the average treatment effect for compliers. In this article, we study the weighted local average treatment effect (WLATE), which represents the weighted average treatment effect for compliers. In the WLATE, the population of interest is determined by either the instrumental propensity score or compliance score, or both. The LATE is a special case of the proposed WLATE, where the target population is the entire population of compliers. Here, we discuss the interpretation of a few special cases of the WLATE, identification results, inference methods, and optimal weights. We demonstrate the proposed methods with two published examples in which considerations of local causal estimands that deviate from the LATE are beneficial.

Original languageEnglish (US)
Pages (from-to)737-770
Number of pages34
JournalStatistical Papers
Volume65
Issue number2
DOIs
StatePublished - Apr 2024

Keywords

  • 62D20
  • 62P20
  • 62P25
  • Compliance scores
  • Instrumental variables
  • Local average treatment effects
  • Weighted local average treatment effects

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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