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Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

Inverse probability of treatment weighting (IPTW) is a popular propensity score (PS)-based approach to estimate causal effects in observational studies at risk of confounding bias. A major issue when estimating the PS is the presence of…

Ensuring privacy during inference stage is crucial to prevent malicious third parties from reconstructing users' private inputs from outputs of public models. Despite a large body of literature on privacy preserving learning (which ensures…

Cryptography and Security · Computer Science 2024-12-02 Fengwei Tian , Ravi Tandon

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

Methodology · Statistics 2023-01-27 Eunah Cho , Shu Yang

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

When making causal inferences, post-treatment confounders complicate analyses of time-varying treatment effects. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce…

Applications · Statistics 2019-04-02 Xiang Zhou , Geoffrey T. Wodtke

We propose a practical methodology to protect a user's private data, when he wishes to publicly release data that is correlated with his private data, in the hope of getting some utility. Our approach relies on a general statistical…

Cryptography and Security · Computer Science 2015-10-28 Salman Salamatian , Amy Zhang , Flavio du Pin Calmon , Sandilya Bhamidipati , Nadia Fawaz , Branislav Kveton , Pedro Oliveira , Nina Taft

Causal inference deals with identifying which random variables "cause" or control other random variables. Recent advances on the topic of causal inference based on tools from statistical estimation and machine learning have resulted in…

Machine Learning · Statistics 2016-08-23 Matt J. Kusner , Yu Sun , Karthik Sridharan , Kilian Q. Weinberger

Estimating individualized treatment rules - particularly in the context of right-censored outcomes - is challenging because the treatment effect heterogeneity of interest is often small, thus difficult to detect. While this motivates the…

Applications · Statistics 2022-02-16 Erica EM Moodie , Janie Coulombe , Coraline Danieli , Christel Renoux , Susan M Shortreed

Marginal structural models (MSM) with inverse probability weighting (IPW) are used to estimate causal effects of time-varying treatments, but can result in erratic finite-sample performance when there is low overlap in covariate…

Methodology · Statistics 2019-07-16 Shirley Liao , Lucas Henneman , Corwin Zigler

While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…

Methodology · Statistics 2024-02-13 Zhiqiang Cao , Lama Ghazi , Claudia Mastrogiacomo , Laura Forastiere , F. Perry Wilson , Fan Li

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

Methodology · Statistics 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be…

Econometrics · Economics 2025-10-14 Mingqian Guan , Komei Fujita , Naoya Sueishi , Shota Yasui

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Methodology · Statistics 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Eric J. Tchetgen Tchetgen

Precision medicine is a rapidly expanding area of health research wherein patient level information is used to inform treatment decisions. A statistical framework helps to formalize the individualization of treatment decisions that…

Methodology · Statistics 2021-12-23 Coraline Danieli , Erica Moodie

Robot data collected in complex real-world scenarios are often biased due to safety concerns, human preferences, and mission or platform constraints. Consequently, robot learning from such observational data poses great challenges for…

Robotics · Computer Science 2022-10-18 Junhong Xu , Kai Yin , Jason M. Gregory , Lantao Liu

In the analysis of observational studies, inverse probability weighting (IPW) is commonly used to consistently estimate the average treatment effect (ATE) or the average treatment effect in the treated (ATT). The variance of the IPW ATE…

Methodology · Statistics 2020-11-25 Sarah A. Reifeis , Michael G. Hudgens

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one…

Methodology · Statistics 2024-03-15 Bénédicte Colnet , Julie Josse , Gaël Varoquaux , Erwan Scornet

With continuous outcomes, the average causal effect is typically defined using a contrast of expected potential outcomes. However, in the presence of skewed outcome data, the expectation may no longer be meaningful. In practice the typical…

Methodology · Statistics 2023-02-06 Daisy A. Shepherd , Benjamin R. Baer , Margarita Moreno-Betancur