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Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments

Published: September 16, 2025 | arXiv ID: 2509.13176v2

By: Qiushi Bu , Wen Su , Xingqiu Zhao and more

Potential Business Impact:

Finds real causes even with missing data.

Business Areas:
A/B Testing Data and Analytics

We propose a semiparametric framework for causal inference with right-censored survival outcomes and many weak invalid instruments, motivated by Mendelian randomization in biobank studies where classical methods may fail. We adopt an accelerated failure time model and construct a moment condition based on augmented inverse probability of censoring weighting, incorporating both uncensored and censored observations. Under a heteroscedasticity-based condition on the treatment model, we establish point identification of the causal effect despite censoring and invalid instruments. We propose GEL-NOW (Generalized Empirical Likelihood with Non-Neyman Orthogonal and Weak moments) for valid inference under these conditions. A divergent number of Neyman orthogonal nuisance functions is estimated using deep neural networks. A key challenge is that the conditional censoring distribution is a non-Neyman orthogonal nuisance, contributing to the first-order asymptotics of the estimator for the target causal effect parameter. We derive the asymptotic distribution and explicitly incorporate this additional uncertainty into the asymptotic variance formula. We also introduce a censoring-adjusted over-identification test that accounts for this new variance component. Simulation studies and UK Biobank applications demonstrate the method's robustness and practical utility.

Page Count
83 pages

Category
Statistics:
Methodology