Open Access
2025 Instrumental variable estimation of distributional causal effects
Lucas Kook, Niklas Pfister
Author Affiliations +
Electron. J. Statist. 19(2): 5249-5288 (2025). DOI: 10.1214/25-EJS2460

Abstract

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but also how it affects the entire savings distribution. While sufficiently large randomized studies can be used to estimate such distributional causal effects, they are often either not feasible in practice or involve non-compliance. A well-established class of methods for estimating average causal effects from either observational studies with unmeasured confounding or randomized studies with non-compliance are instrumental variable (IV) methods. In this work, we develop an IV-based approach for identifying and estimating distributional causal effects. We introduce a distributional IV model with corresponding assumptions, which leads to a novel identification result for the interventional cumulative distribution function (CDF) under a binary treatment. We then use this identification to construct a nonparametric estimator, called DIVE, for estimating the interventional CDFs under both treatments based on flexible machine learning methods for conditional distributions. We empirically assess the performance of DIVE in a simulation experiment and illustrate the usefulness of distributional causal effects on two real-data applications.

Funding Statement

LK was supported by the Swiss National Science Foundation (Grant number 214457). NP was supported by a research grant (0069071) from Novo Nordisk Fonden.

Acknowledgments

We thank Anton Rask Lundborg for fruitful discussions.

Citation

Download Citation

Lucas Kook. Niklas Pfister. "Instrumental variable estimation of distributional causal effects." Electron. J. Statist. 19 (2) 5249 - 5288, 2025. https://doi.org/10.1214/25-EJS2460

Information

Received: 1 March 2025; Published: 2025
First available in Project Euclid: 23 October 2025

arXiv: 2406.19986
Digital Object Identifier: 10.1214/25-EJS2460

Subjects:
Primary: 62D20
Secondary: 62P20

Keywords: causality , distributional regression , instrumental variables , nonparametric estimation , unmeasured confounding

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Vol.19 • No. 2 • 2025
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