seminars:stat:211118 [Department of Mathematics and Statistics, Binghamton University]

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<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>

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^  **DATE:**|Thursday, Nov. 18, 2021 |
^  **TIME:**|1:15pm -- 2:15pm |
^  **LOCATION:**|Zoom meeting |
^  **SPEAKER:**|Xinhai Zhang, Binghamton  University |
^  **TITLE:**|A Semiparametric Instrumental Variable Approach to Optimal Treatment Regimes Under Endogeneity  |
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<WRAP centeralign>**Abstract**</WRAP>
This is a talk about the article by Yifan Cui and Eric Tchetgen Tchetgen.
There is a fast-growing literature on estimating optimal treatment regimes based on
randomized trials or observational studies under a key identifying condition of no
unmeasured confounding. Because confounding by unmeasured factors cannot generally
be ruled out with certainty in observational studies or randomized trials subject to
noncompliance, the authors propose a general instrumental variable (IV) approach to
learning optimal treatment regimes under endogeneity. Specifically, they establish
identification of both value function for a given regime D and optimal regimes with
the aid of a binary IV, when no unmeasured confounding fails to hold.
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