mawiisurv 0.5.0

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

MAWII-SURV

Semiparametric causal inference for right-censored outcomes with many weak or invalid instruments, powered by the GEL-NOW framework.

MAWII-Surv (MAny Weak and Invalid Instruments for Survival outcomes) implements GEL-NOW: Generalized Empirical Likelihood with Non-Orthogonal and Weak moments. It extends classical GEL to non-orthogonal nuisance settings and allows many weak or invalid IVs under right-censoring.

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Table of Contents

• Introduction to MAWII-Surv
• Why MAWII-Surv?
• Features
• Installation
• Dependencies
• Quick Start
• API
• Arguments
• Return Values
• Notes & Tips
• Citation
• Contributing
• License

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Introduction to MAWII-Surv

MAWII-Surv (MAny Weak and Invalid Instruments for Survival outcomes) is a Python package for semiparametric causal inference with right-censored outcomes in the presence of many weak or invalid instruments. The package implements the novel GEL-NOW (Generalized Empirical Likelihood with Non-Orthogonal and Weak moments, or GEL 2.0) framework, which extends classical generalized empirical likelihood to settings where nuisance functions enter non-orthogonally and where instruments may be weak or invalid.

Key features include:

• Heteroscedasticity-based identification under an accelerated failure time (AFT) model, enabling causal effect estimation even with invalid instruments.

• Flexible nuisance estimation using modern machine learning methods, including deep neural networks, to capture complex nonlinear structures.

• Robust inference that explicitly accounts for additional variance from non-orthogonal nuisances, ensuring valid confidence intervals.

• Diagnostics such as a censoring-adjusted over-identification test to assess instrument validity.

• Applications to biobank-scale data, with built-in support for analyzing time-to-event outcomes such as disease onset.

With simulation tools, diagnostic functions, and real-data examples, MAWII-Surv provides a user-friendly platform for researchers in statistics, econometrics, epidemiology, and genetics to conduct reliable causal inference from censored survival data

Why MAWII-Surv?

• Survival + Endogeneity: G-estimation for treatment effects with right-censoring and unmeasured confounding.
• Many Weak/Invalid IVs: Robust to weak instruments and horizontal pleiotropy.
• GEL 2.0 (GEL-NOW): Empirical Likelihood (EL), Exponential Tilting (ET), and Continuous Updating (CUE) with theory for non-orthogonal nuisances.
• Modern ML Nuisances: Deep neural nets (PyTorch), Random Forests, XGBoost, plus classical linear models.
• Diagnostics: Over-identification test adapted to censoring; standard errors account for censoring-induced variance inflation.

Features

• Uncensor‐data (mawii_noncensor)
• Right‐censoring (mawii_censor)
• Multiple model backends:
  • Neural networks
  • Linear regression
  • Random forests
  • XGBoost
• Choice of Generalized Empirical Likelihood (GEL) functions:
  • Empirical Tilting (ET)
  • Empirical Likelihood (EL)
  • Continuous Updating Estimator (CUE)

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Installation

Install from PyPI:

pip install mawiisurv

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Dependencies

Make sure you have the following installed (the minimal compatible versions shown):

• numpy>=1.19
• torch>=1.8
• scipy>=1.5
• scikit-learn>=0.24
• xgboost>=1.3
• numba>=0.53

If you plan to use GPU, please install a CUDA-compatible PyTorch from the official download page before installing this package.

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Quick start

A runnable demo is provided below. It simulates both non-censored and right-censored data, fits the DNN + ET specification, and prints the point estimate, standard error, and the over-identification test statistic.

# demo

#  pip install mawiisurv
import numpy as np
import mawiisurv
import torch
import copy
# function input
'''
Main input variables:
    X: (n,p) array, covariates
    Z: (n,m) array, instrumental variables
    A: (n,) array, treatment
    Y: (n,) array, outcome
    censor_delta: (n,) array, censor indicator, 1 for uncensor and 0 for censor
    h: window for local KM estimation, and default setting is 1
    model_types: ['neural_network','linear_regression','random_forest','xgboost'], 4 choices of comparsion models, and default setting is ['neural_network']
    rho_function_names: ['ET','EL','CUE'], GEL functions, and default setting is ['EL']

Other DNN setting: 
    hidden_layers=[50, 50],
    learning_rate=0.0005,
    weight_decay=0.0001,
    batch_size=256,
    dropout_rate=0,
    patience=5,
    epochs=1000,
    validation_split=0.05,
    shuffle=False,
    device='cpu'
'''

# two main functions:
'''
'mawii_noncensor' for complete data
'mawii_censor' for right censor data
'''

# function output
'''
function will return a list of result, including 
    'beta' : estimation of treatment effect
    'se' : estimated standard error
    'test' : overidentification test statistics
'''

# complete data simulation
n = 10000
m = 20
p = 1
beta_0 = 0.4
device = 'cuda:0' if torch.cuda.is_available() else 'cpu'


def generate_data(n=10000, m=10, p=5, beta_0=0.4, h_2=0.2,eta_A=1,censor_rate=0.3, case='case1'):
    random_coefs = np.random.normal(loc=0, scale=1, size=1000)
    
    X = np.random.uniform(-2,2,size=(n,p))
    Z = np.random.uniform(-2,2,size=(n,m))

    gamma = np.sqrt(h_2 / (1.5*m)) * random_coefs[0 : m] 
    delta = np.sqrt(h_2 / (1.5*m)) * random_coefs[m : 2*m]

    epsilon_A = np.random.normal(0, 0.4*(1-h_2), size=n)
    epsilon_Y = np.random.normal(0, 0.4*(1-h_2), size=n)
    

    alpha_case1 = np.zeros(m)
    alpha_case2 = np.sqrt(h_2 / (1.5*m)) * (random_coefs[2*m : 3*m])/2
    alpha_case3 = gamma / 2
    Z_new = copy.deepcopy(Z)
    Z_new = np.cos(Z*2)

    
    if case == "case1":
        tmp = np.random.multinomial(1, [1, 0, 0], size=m)
    elif case == "case2":
        tmp = np.random.multinomial(1, [0.6, 0.2, 0.2], size=m)
    elif case == "case3":
        tmp = np.random.multinomial(1, [0.1, 0.9, 0], size=m)
    elif case == "case4":
        tmp = np.random.multinomial(1, [0.1, 0, 0.9], size=m)
    else:
        raise ValueError("Unknown case provided.")
    alpha = tmp[:, 0] * alpha_case1 + tmp[:, 1] * alpha_case2 + tmp[:, 2] * alpha_case3

    U = np.random.normal(0, 0.6*(1-h_2), size=n)
    A = Z_new @ gamma + U + (1 + Z @ delta)*epsilon_A
    T = beta_0*A  + Z_new @ alpha -U  + epsilon_Y 

    rr = 0
    
    while True:
        C = np.random.uniform( -1+rr,5+rr, size=n)
        censor_delta = np.where(T <= C, 1, 0) 
        if np.mean(1-censor_delta) >=censor_rate+0.03:
            rr = rr + 0.1
        elif np.mean(1-censor_delta)<=censor_rate-0.03:
            rr = rr - 0.1
        else:
             break
            
    Y = np.minimum(T,C)
 
    return X, Z, A, Y, T, censor_delta

X, Z, A, Y, T, censor_delta= generate_data(n=10000, m=20, p=1, beta_0=0.4, h_2=0.2, eta_A=1, censor_rate=0.4, case='case1')


# uncensored data simulation

result_noncensor = mawiisurv.mawii_noncensor(X, Z, A, T, 
                          model_types=['neural_network','linear_regression','random_forest','xgboost'],
                          rho_function_names=['ET','EL','CUE'],
                          device = device)

print(f"DNN+ET BETA: {result_noncensor['neural_network']['ET']['beta']:.3f}")
print(f"DNN+ET SE: {result_noncensor['neural_network']['ET']['se']:.3f}")
print(f"DNN+ET over-identification test: {result_noncensor['neural_network']['ET']['test']:.3f}")


# right-censor data simulation

result_censor = mawiisurv.mawii_censor(X, Z, A, Y, censor_delta, h = 4,
                                          model_types=['neural_network'],
                                          rho_function_names=['ET'],
                                          device = device)

print(f"DNN+ET BETA: {result_censor['neural_network']['ET']['beta']:.3f}")
print(f"DNN+ET SE: {result_censor['neural_network']['ET']['se']:.3f}")
print(f"DNN+ET over-identification test: {result_censor['neural_network']['ET']['test']:.3f}")
    

---

API

mawii_noncensor(
    X, Z, A, Y,
    model_types=['neural_network'],
    rho_function_names=['ET'],
    hidden_layers=[50, 50],
    learning_rate=0.0005,
    weight_decay=0.0001,
    batch_size=256,
    dropout_rate=0,
    patience=5,
    epochs=100,
    validation_split=0.05,
    shuffle=False,
    device='cpu',
) -> dict
mawii_censor(
    X, Z, A, Y, censor_delta, h=1,
    model_types=['neural_network'],
    rho_function_names=['ET'],
    hidden_layers=[50, 50],
    learning_rate=0.0005,
    weight_decay=0.0001,
    batch_size=256,
    dropout_rate=0,
    patience=5,
    epochs=100,
    validation_split=0.05,
    shuffle=False,
    device='cpu',
) -> dict

---

Arguments

• X: array of shape n by p, baseline covariates

• Z: array of shape n by m, instrumental variables

• A: array of shape n, treatment

• Y: array of shape n, outcome

• censor_delta: array of shape n, 1 uncensored and 0 censored, only for mawii_censor

• h: scalar, window for local Kaplan–Meier in censoring adjustment

• model_types: list of model backends, choose from neural_network, linear_regression, random_forest, xgboost

• rho_function_names: list of GEL score types, choose from ET, EL, CUE

• device: cpu or cuda device string such as cuda:0

---

Return values:

{
  'neural_network': {
    'ET': {
      'beta': float,    # point estimate
      'se': float,      # standard error
      'test': float     # overidentification test statistic
    },
    'EL': {...},
    'CUE': {...}
  },
  'linear_regression': {...},
  ...
}

Notes

• We generally recommend ET or EL over CUE under weak identification.

• Deep NNs tend to be most robust for complex nonlinear nuisances; RF/XGB are strong baselines in moderate dimensions.

• Under censoring, standard errors include an extra variance component due to estimating the censoring distribution.

Citation:

If you use MAWII-Surv, please cite:

Bu Q., Su W., Zhao X., Liu Z. (2025).
Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments.
(manuscript)

BibTeX:

@misc{mawiisurv2025,
  title   = {Semiparametric Causal Inference for Right-Censored Outcomes with Many Weak Invalid Instruments},
  author  = {Bu, Qiushi and Su, Wen and Zhao, Xingqiu and Liu, Zhonghua},
  year    = {2025},
  note    = {Python package: MAWII-Surv},
  howpublished = {\url{https://pypi.org/project/mawiisurv/}}
}

Contributing

Contributions are welcome!
Please use Issues for bug reports and pull requests for code contributions.

License

MIT License — see LICENSE for details.