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In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

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

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Dynamic Treatment Regimes (DTRs) provide a systematic framework for optimizing sequential decision-making in chronic disease management, where therapies must adapt to patients' evolving clinical profiles. Inverse probability weighting (IPW)…

Methodology · Statistics 2026-03-26 Chloe Si , David A. Stephens , Erica E. M. Moodie

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

Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…

Methodology · Statistics 2025-07-18 Zhenwei Yang , Dimitris Rizopoulos , Lisa F. Newcomb , Nicole S. Erler

In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…

Methodology · Statistics 2023-08-30 Trang Quynh Nguyen , Elizabeth A. Stuart

The use of inverse probability weighting (IPW) methods to estimate the causal effect of treatments from observational studies is widespread in econometrics, medicine and social sciences. Although these studies often involve sensitive…

Machine Learning · Computer Science 2019-11-04 Si Kai Lee , Luigi Gresele , Mijung Park , Krikamol Muandet

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

Methodology · Statistics 2022-01-25 Wenfu Xu , Zhiqiang Tan

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

Methodology · Statistics 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

Methodology · Statistics 2026-02-02 Zixian Zhao , Chengxin Yang , Fan Li

In this paper, we propose two variable selection methods for adjusting the censoring information for survival times, such as the restricted mean survival time. To adjust for the influence of censoring, we consider an inverse survival…

Methodology · Statistics 2022-12-06 Masahiro Kojima

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…

Methodology · Statistics 2018-08-14 Heng Shu , Zhiqiang Tan

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

Methodology · Statistics 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

Methodology · Statistics 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

Publication bias is a major concern in conducting systematic reviews and meta-analyses. Various sensitivity analysis or bias-correction methods have been developed based on selection models and they have some advantages over the widely used…

Methodology · Statistics 2021-09-28 Ao Huang , Kosuke Morikawa , Tim Friede , Satoshi Hattori

Individual treatment effect (ITE) estimation is to evaluate the causal effects of treatment strategies on some important outcomes, which is a crucial problem in healthcare. Most existing ITE estimation methods are designed for centralized…

Machine Learning · Computer Science 2025-03-10 Changchang Yin , Hong-You Chen , Wei-Lun Chao , Ping Zhang

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

Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…

Methodology · Statistics 2024-12-24 Tongrong Wang , Honghe Zhao , Shu Yang , Shuhan Tang , Zhanglin Cui , Li Li , Douglas E. Faries