Causal inference with imperfect instrumental variables

TL;DR

This paper explores how to perform causal inference using imperfect instrumental variables by relating violations of instrumental inequalities to measurement dependence, providing adapted bounds for causal effects.

Contribution

It establishes a quantitative link between instrumental inequality violations and measurement dependence, introducing adapted inequalities for causal effect estimation with imperfect instruments.

Findings

Derived relationships between inequality violations and measurement dependence

Provided adapted instrumental inequalities valid under relaxed assumptions

Extended bounds on average causal effects to scenarios with imperfect instruments

Abstract

Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption, which states that the instrument and any confounding factor must be independent. However, if this independence condition is not met, can we still work with imperfect instrumental variables? Imperfect instruments can manifest themselves by violations of the instrumental inequalities that constrain the set of correlations in the scenario. In this paper, we establish a quantitative relationship between such violations of instrumental inequalities and the minimal amount of measurement dependence required to explain them. As a result, we provide adapted inequalities that are valid in the presence of a relaxed measurement dependence assumption in the instrumental scenario. This allows for the adaptation of existing and new lower bounds on the average causal effect for instrumental scenarios with binary outcomes. Finally, we discuss our findings in the context of quantum mechanics.