Causal inference with instruments and other supplementary variables

Thesis

Instrumental variables have been used for a long time in the econometrics literature for the identification of the causal effect of one random variable, B, on another, C, in the presence of unobserved confounders. In the classical continuous linear model, the causal effect can be point identified by studying the regression of C on A and B on A, where A is the instrument. An instrument is an instance of a supplementary variable which is not of interest in itself but aids identification of caus...

Expand abstract

Authors: Ramsahai, R

• Publication date: 2008
• Type of award: DPhil
• Level of award: Doctoral
• Awarding institution: Oxford University, UK
• Language: English
• Keywords: causal bounds; instrumental variables
• Subjects: Artificial Intelligence; Statistics