Seminar by Professor Linbo WANG, Department of Statistical Sciences, University of Toronto

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly large candidate set. In practice, most of the candidate instruments are often not relevant for studying a particular exposure of interest. Moreover, not all relevant candidate instruments are valid as they may directly influence the outcome of interest. In this article, we propose a data-driven method for causal inference with many candidate instruments that addresses these two challenges simultaneously. A key component of our proposal involves using pseudo variables, known to be irrelevant, to remove variables from the original set that exhibit spurious correlations with the exposure. Synthetic data analyses show that the proposed method performs favourably compared to existing methods. We apply our method to a Mendelian randomization study estimating the effect of obesity on health-related quality of life.

Linbo Wang is an associate professor from the University of Toronto, Canada, and he holds a joint appointment at statistic, mathematics and computer science departments. His research interests are at casual inference and graphical models. Currently he is a Canada Research Chair in Causal Machine Learning.