Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Causal Inference with Invalid Instruments: Post-selection Problems and A
  Solution Using Searching and Sampling   Instrumental variable methods are among the most commonly used causal
inference approaches to account for unmeasured confounders in observational
studies. The presence of invalid instruments is a major concern for practical
applications and a fast-growing area of research is inference for the causal
effect with possibly invalid instruments. The existing inference methods rely
on correctly separating valid and invalid instruments in a data dependent way.
In this paper, we illustrate post-selection problems of these existing methods.
We construct uniformly valid confidence intervals for the causal effect, which
are robust to the mistakes in separating valid and invalid instruments. Our
proposal is to search for the causal effect such that a sufficient amount of
candidate instruments can be taken as valid. We further devise a novel sampling
method, which, together with searching, lead to a more precise confidence
interval. Our proposed searching and sampling confidence intervals are shown to
be uniformly valid under the finite-sample majority and plurality rules. We
compare our proposed methods with existing inference methods over a large set
of simulation studies and apply them to study the effect of the triglyceride
level on the glucose level over a mouse data set.

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The categories of this paper are: comp-gas
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The categories of this paper are: alg-geom
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The categories of this paper are: mtrl-th
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The categories of this paper are: cond-mat
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The categories of this paper are: gr-qc
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The categories of this paper are: cmp-lg
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The categories of this paper are: q-bio
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The categories of this paper are: bayes-an
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The categories of this paper are: plasm-ph
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The categories of this paper are: nlin
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The categories of this paper are: q-fin
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The categories of this paper are: econ
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The categories of this paper are: dg-ga
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The categories of this paper are: nucl-ex
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The categories of this paper are: math-ph
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The categories of this paper are: adap-org