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In time-to-event settings, g-computation and doubly robust estimators are based on discrete-time data. However, many biological processes are evolving continuously over time. In this paper, we extend the g-computation and the doubly robust…

Methodology · Statistics 2024-11-15 A. Chatton , F. Le Borgne , C. Leyrat , Y. Foucher

In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is…

Methodology · Statistics 2025-03-21 Shunichiro Orihara , Tomotaka Momozaki , Tomoyuki Nakagawa

The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

Methodology · Statistics 2024-09-16 Kazuharu Harada , Hironori Fujisawa

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…

Methodology · Statistics 2025-12-17 Souhardya Sengupta , Kosuke Imai , Georgia Papadogeorgou

Large observational datasets, including those derived from electronic health records, are a valuable resource for medical research but are often affected by missingness, measurement error, and misclassification. Two-phase sampling with…

Methodology · Statistics 2026-03-23 Jasper B. Yang , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

Machine Learning · Statistics 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim

In a widely cited paper, Xie and Liu (henceforth XL) proposed to use inverse probability of treatment weighting (IPTW) to account for possible confounding in observational studies with survival endpoints subject to right censoring. Their…

Methodology · Statistics 2025-11-04 Zhiwei Zhang , Yongwu Shao , Zhishen Ye

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

Econometrics · Economics 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

Many epidemiologic studies forgo probability sampling and turn to nonprobability volunteer-based samples because of cost, response burden, and invasiveness of biological samples. However, finite population inference is difficult to make…

Applications · Statistics 2021-03-01 Lingxiao Wang , Richard Valliant , Yan Li

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

Methodology · Statistics 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

Methodology · Statistics 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…

Methodology · Statistics 2022-01-11 Tong Chen , Thomas Lumley

In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value distributions. This method-of-moment technique can be applied…

Statistics Theory · Mathematics 2023-06-21 Anna Ben-Hamou , Philippe Naveau , Maud Thomas

In pharmacoepidemiology, safety and effectiveness are frequently evaluated using readily available administrative and electronic health records data. In these settings, detailed confounder data are often not available in all data sources…

The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

Generalized linear models are often assumed to fit propensity scores, which are used to compute inverse probability weighted (IPW) estimators. In order to derive the asymptotic properties of IPW estimators, the propensity score is supposed…

Methodology · Statistics 2017-04-25 Julieta Molina , Mariela Sued , Marina Valdora

Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…

Methodology · Statistics 2018-07-02 Sean Yiu , Li Su

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla
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