EconBase
← All papers

Double Machine Learning of Continuous Treatment Effects with General Instrumental Variables

Shuyuan Chen, Peng Zhang, Yifan Cui

arXiv 4 Jan 2026 · Mathematics — Statistics Theory

arXiv:2601.01471 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world applications, unmeasured confounding often persists. In this article, we propose a novel framework for local identification of dose-response functions using instrumental variables, thereby mitigating bias induced by unobserved confounders. We introduce the concept of a uniform regular weighting function and consider covering the treatment space with a finite collection of open sets. On each of these sets, such a weighting function exists, allowing us to identify the dose-response function locally within the corresponding region. For estimation, we develop an augmented inverse probability weighting score for continuous treatments under a debiased machine learning framework with instrumental variables. We further establish the asymptotic properties when the dose-response function is estimated via kernel regression or empirical risk minimization. Finally, we conduct both simulation and empirical studies to assess the finite-sample performance of the proposed methods.

Citation extraction

55
references
98
in-text mentions
57
distinct cited
6
self-citations
12,665
main-text words

appendix boundary found by appendix_command · 35% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Edward H Kennedy, Zongming Ma, Matthew D McHugh, and Dylan S Small (2017) Non-parametric methods for doubly robust estimation of continuous treatment effects0.9416483%
2Matteo Bonvini and Edward H Kennedy (2022) Fast convergence rates for dose-response estimation0.8558562%
3Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo,… (2018) Double/debiased machine learning for treatment and structural parameters0.84333100%
4Shuyuan Chen, Peng Zhang, and Yifan Cui (2025) Identification and debiased learning of causal effects with general instrumental variables self0.7948450%
5Alexandre B. Tsybakov (2009) Introduction to Nonparametric Estimation, volume 161 of Springer Series in Statistics0.7374450%
6Fernando Pires Hartwig, Linbo Wang, George Davey Smith, and Neil Mar… (2023) Average causal effect estimation via instrumental variables: the no simultaneous heterogeneity assumption0.64422100%
7Chunrong Ai, Wei Huang, and Zheng Zhang (2026) Data-driven uniform inference for general continuous treatment models via minimum-variance weighting0.64422100%
8Yifan Cui and Eric Tchetgen Tchetgen (2021) A semiparametric instrumental variable approach to optimal treatment regimes under endogeneity self0.64422100%
9Haben Michael, Yifan Cui, Scott A Lorch, and Eric J Tchetgen Tchetgen (2024) Instrumental variable estimation of marginal structural mean models for time-varying treatment self0.64422100%
10Kenta Takatsu and Ted Westling (2025) Debiased inference for a covariate-adjusted regression function0.64422100%

Showing the top 10 of 57 scored citations.