McCormick & Co-Authors Publish Research on Nonlinear Instrumental Variables
Posted: 5/20/2022 (CSDE in the News)
Chunxiao Li, Cynthia Rudin, and CSDE Science Core PI Tyler McCormick recently published research on the use of instrumental variables (IV) in the Journal of Machine Learning Research. The article describes a framework that leverages machine learning to validate the typically unchecked but consequential assumptions in the IV framework, providing the researcher empirical evidence about the quality of the instrument given the data at hand.