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| Instrumentalne zmienne wspomagane uczeniem maszynowym (ML-IV)× | Metoda zmiennych instrumentalnych (IV) do wnioskowania przyczynowego× | |
|---|---|---|
| Dziedzina≠ | Wnioskowanie przyczynowe | Ekonomika zdrowia |
| Rodzina≠ | Regression model | Process / pipeline |
| Rok powstania≠ | 2012-2018 | 1990s (modern applications) |
| Twórca≠ | Belloni, Chernozhukov & Hansen; Chernozhukov et al. | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| Typ≠ | Causal inference / semi-parametric estimation | Method |
| Źródło pierwotne≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| Inne nazwy | ML-IV, MLIV, Double/Debiased ML with IV, DML-IV | IV, two-stage least squares, TSLS, causal estimation |
| Pokrewne≠ | 4 | 3 |
| Podsumowanie≠ | Machine learning-augmented instrumental variables combines the causal identification power of classical IV with modern high-dimensional machine learning — using methods such as LASSO, random forests, or neural networks to select valid instruments and model nuisance functions, thereby improving first-stage fit and enabling valid inference even when the number of potential instruments or controls is large relative to the sample size. | Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes. |
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