On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable

Abstract

Unmeasured confounding is a threat to causal inference and individualized decision making. Similar to Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021); Han (2021), we consider the problem of identification of optimal individualized treatment regimes with a valid instrumental variable. Han (2021) provided an alternative identifying condition of optimal treatment regimes using the conditional Wald estimand of Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021) when treatment assignment is subject to endogeneity and a valid binary instrumental variable is available. In this note, we provide a necessary and sufficient condition for identification of optimal treatment regimes using the conditional Wald estimand. Our novel condition is necessarily implied by those of Cui and Tchetgen Tchetgen (2021); Qiu et al. (2021); Han (2021) and may continue to hold in a variety of potential settings not covered by prior results.