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Confounder-instrument interaction

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Causal inference Instrumental variable
2026-09-28  0 By others on same topic  0 Discussions Create my own version
A confounder-instrument interaction occurs when an instrument's effect on treatment varies with a variable that also affects the outcome. If the conditional first-stage effect is δ(U)=E[A∣Z=1,U]−E[A∣Z=0,U], absence of this interaction means that δ(U) is constant.

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  1. Instrumental variable
  2. Causal inference
  3. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 221 / 4 / iii / Solution

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