Brittany and Michael present Five Pioneers in Instrumental Variables

Some of you may know this by now, but I have a fairly intense obsession with everything to do with causal inference for a guy who probably will never be much more than an observer from afar. I find the concepts and the methods and the stories all in all very interesting. Which is why I have been waiting on pins and needles for Brittany and Michael’s newest series, “Five Pioneers in Instrumental Variables”. Instrumental variables, or IV for short, is one of the most important tools in the causal inference toolkit. It has many fathers ranging from the Wrights, to Abraham Wald, to today’s entry, Dr. Jan Tinbergen.

Before we dive into who he is, I wanted to give you a short little clip of information I picked up from a 2014 article on instrumental variables written by Guido Imbens (himself an important part of the story of IV). In the article, Imbens gives what has now become a somewhat standard narrative for tracing out the modern ideas of causal inference. The story goes that the n…