Term: Instrumental Variable

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Glossary Definition

Last Updated: 2023-10-17

Definition:

An instrumental variable (IV) is used to control for confounding and measurement error in an observational study. An IV allows for the possibility of making causal inferences with observational data. There are two main criteria for defining an IV: (i) It causes variation in the treatment variable; (ii) It does not have a direct effect on the outcome variable, only indirectly through the treatment variable.

Links 

• MCHP Web Site - Documentation - An Introduction to Instrumental Variables (pdf)

References 

• Angrist JD, Krueger AB. Instrumental variables and the search for identification: From supply and demand to natural experiments. Journal of Economic Perspectives 2001;15(4):69-85.(View)
• Hernan MA, Robins JM. Instruments for causal inference: An epidemiologist's dream? Epidemiology 2006;17(4):360-372. [Abstract] (View)
• Martens EP, Pestman WR, de Boer A, Belitser SV, Klungel OH. Instrumental variables: Application and limitations. Epidemiology 2006;17(3):260-267. [Abstract] (View)
• Wong K, Campitelli MA, Stukel TA, Kwong JC. Estimating Influenza Vaccine Effectiveness in Community-Dwelling Elderly Patients Using the Instrumental Variable Analysis Method. Arch Intern Med 2012;172(8):484-491. [Abstract] (View)