Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.spl.2021.109180
Title: On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable
Authors: Cui, Yifan 
Tchetgen Tchetgen, E.
Keywords: Conditional average treatment effect
Individualized decision making
Optimal treatment regimes
Policy making
Sign identification
Unmeasured confounding
Issue Date: 1-Nov-2021
Publisher: Elsevier B.V.
Citation: Cui, Yifan, Tchetgen Tchetgen, E. (2021-11-01). On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable. Statistics and Probability Letters 178 : 109180. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2021.109180
Rights: Attribution-NonCommercial-NoDerivatives 4.0 International
Abstract: Unmeasured confounding is a threat to causal inference and individualized decision making. Similar to Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021); Han (2021), we consider the problem of identification of optimal individualized treatment regimes with a valid instrumental variable. Han (2021) provided an alternative identifying condition of optimal treatment regimes using the conditional Wald estimand of Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021) when treatment assignment is subject to endogeneity and a valid binary instrumental variable is available. In this note, we provide a necessary and sufficient condition for identification of optimal treatment regimes using the conditional Wald estimand. Our novel condition is necessarily implied by those of Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021); Han (2021) and may continue to hold in a variety of potential settings not covered by prior results. © 2021
Source Title: Statistics and Probability Letters
URI: https://scholarbank.nus.edu.sg/handle/10635/232898
ISSN: 0167-7152
DOI: 10.1016/j.spl.2021.109180
Rights: Attribution-NonCommercial-NoDerivatives 4.0 International
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