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math.ST2024
The Categorical Instrumental Variable Model: Characterization, Partial Identification, and Statistical Inference
Yilin Song, F. Richard Guo, K. C. Gary Chan +1
We study categorical instrumental variable (IV) models with instrument, treatment and outcome taking finitely many values. We derive a simple closed-form characterization of the se…
math.ST2024
Bounds on the Distribution of a Sum of Two Random Variables: Revisiting a problem of Kolmogorov with application to Individual Treatment Effects
Zhehao Zhang, Thomas S. Richardson
We revisit the following problem, proposed by Kolmogorov: given prescribed marginal distributions and for random variables respectively, characterize the set of compa…