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Instrumental Variable Regression with Confounder Balancing

ICML 2022 · Probabilistic and scientific modeling › Treatment effects · approach: Instrumental variable estimation

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add confounder balancing (Wasserstein IPM on representation) to IV regression (CB-IV vs OneSIV/DFIV)IV regression · Syn-2-4-4 binary treatmentATE bias: 0.016 vs 0.661 (OneSIV)Helped
Confounder balancing with IV (CB-IV) vs confounder-balancing-only baseline DRCFRbinary treatment synthetic data · Syn-2-4-4ATE bias: 0.016 vs 0.136Helped
Add IV regression with confounder balancing on IHDP with unmeasured confoundersCB-IV · IHDP-2-4-2ATE bias: 0.160 vs 0.434 (DRCFR)Helped
Balanced IV regression (CB-IV) on Demand continuous treatment datacontinuous treatment · Demand-0-1MSE: 165.0 vs 195.2 (DFIV)Helped
Confounder balancing in IV regression on Demand data with amplified confoundingcontinuous treatment · Demand-0-5MSE: 234.1 vs 465.3 (CFR)Helped
Balancing-only methods (no IV) on Demand-5-1 when only instrument information increasesconfounder balancing without IV · Demand-5-1MSE: 440.1 (DirectRep), 449.6 (CFR) vs ~191 on Demand-0-1Hurt
Balanced confounder representation on IHDP with unmeasured confounders relative to IHDP withoutconfounder balancing baselines (DRCFR, CFR) · IHDP-2-4-2 vs IHDP-2-6-0ATE bias: DRCFR 0.055 -> 0.434Hurt

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