leakyIV - Leaky Instrumental Variables
Instrumental variables (IVs) are a popular and powerful
tool for estimating causal effects in the presence of
unobserved confounding. However, classical methods rely on
strong assumptions such as the exclusion criterion, which
states that instrumental effects must be entirely mediated by
treatments. In the so-called "leaky" IV setting, candidate
instruments are allowed to have some direct influence on
outcomes, rendering the average treatment effect (ATE)
unidentifiable. But with limits on the amount of information
leakage, we may still recover sharp bounds on the ATE,
providing partial identification. This package implements
methods for ATE bounding in the leaky IV setting with linear
structural equations. For details, see Watson et al. (2024)
<doi:10.48550/arXiv.2404.04446>.
