Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This paper considers a flexible semi-parametric potential outcome model that allows for possibly invalid instruments. We propose new identifiability conditions to identify the causal parameters when the majority of the instrumental variables are valid. We devise a novel inference procedure for a new average structural function and the conditional average treatment effect. We establish the asymptotic normality of the proposed estimators and construct confidence intervals for the causal estimands by bootstrap. The proposed method is demonstrated in large-scale simulation studies and is applied to infer the effect of income on house ownership.
翻译:现有非线性结果模型的可变工具方法要求严格的可识别性条件。本文考虑了一种灵活的半参数潜在结果模型,允许可能无效的仪器使用。我们提出了新的可识别性条件,以便在大多数工具变量有效时确定因果参数。我们为新的平均结构功能和有条件平均治疗效果设计了新的推论程序。我们确定了拟议估算器的无抑制性常态,并为陷阱的因果估计值建立了信任间隔。拟议的方法在大规模模拟研究中得到了证明,并用于推断收入对房屋所有权的影响。