题目：Semiparametric Efficient G-estimation with Invalid Instrumental Variables

主讲人：哥伦比亚大学 刘中华助理教授

主持人：统计学院 刘耀午教授

时间：2022年12月2日（周二）上午10:00-11:00

地点：腾讯会议，803 217 283

报告摘要：

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potential unmeasured confounding. In order to improve efficiency, multiple instruments are routinely used, leading to concerns about bias due to possible violation of the instrumental variable assumptions. To address this concern, we introduce a new class of g-estimators that are guaranteed to remain consistent and asymptotically normal for the causal effect of interest provided that a set of at least γ out of K candidate instruments are valid, for γ≤K set by the analyst ex ante, without necessarily knowing the identity of the valid and invalid IVs. We provide formal semiparametric efficiency theory supporting our results. Both simulation studies and applications to the UK Biobank data demonstrate the superior empirical performance of our estimators compared to competing methods.

主讲人简介：

Dr. Zhonghua Liu is currently Assistant Professor in the Department of Biostatistics at Columbia University. From 2018-2022, He was assistant professor in the department of Statistics and actuarial science at University of Hong Kong. He worked at Morgan Stanley as a quantitative strategist for fixed income products during 2016-2018. He obtained his doctorate in Biostatistics from Harvard University in 2015.