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In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Our work was motivated by a recent study on birth defects of infants born to pregnant women exposed to a certain medication for treating chronic diseases. Outcomes such as birth defects are rare events in the general population, which often…

Applications · Statistics 2017-02-24 Ronghui Xu , Jue Hou , Christina D. Chambers

The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…

Methodology · Statistics 2011-05-17 Liang Li

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

Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…

Methodology · Statistics 2024-06-06 Shachi Deshpande , Volodymyr Kuleshov

Marginal structural models (MSMs) are often used to estimate causal effects of treatments on survival time outcomes from observational data when time-dependent confounding may be present. They can be fitted using, e.g., inverse probability…

Methodology · Statistics 2023-12-27 Shaun R Seaman , Ruth H Keogh

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

In light of newly developed standardization methods, we evaluate, via simulation study, how propensity score weighting and standardization -based approaches compare for obtaining estimates of the marginal odds ratio and the marginal hazard…

Methodology · Statistics 2023-10-10 Harlan Campbell , Julie E Park , Jeroen P Jansen , Shannon Cope

The gold standard for causal model evaluation involves comparing model predictions with true effects estimated from randomized controlled trials (RCT). However, RCTs are not always feasible or ethical to perform. In contrast, conditionally…

Machine Learning · Computer Science 2023-11-06 Chao Ma , Cheng Zhang

There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly…

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

Methodology · Statistics 2018-01-03 Michael J Lopez , Roee Gutman

Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…

Methodology · Statistics 2022-07-20 Hengfang Wang , Jae Kwang Kim

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…

Hazard ratios are frequently reported in time-to-event and epidemiological studies to assess treatment effects. In observational studies, the combination of propensity score weights with the Cox proportional hazards model facilitates the…

Methodology · Statistics 2024-02-14 Guilherme W. F. Barros , Jenny Häggström

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs),…

Methodology · Statistics 2023-12-14 Shunichiro Orihara

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

Estimating individualized treatment effects from observational data is a central challenge in causal inference, largely due to covariate imbalance and confounding bias from non-randomized treatment assignment. While inverse probability…

Machine Learning · Computer Science 2025-05-19 Xinran Song , Tianyu Chen , Mingyuan Zhou

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

Methodology · Statistics 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of…

Methodology · Statistics 2023-05-03 Peng Wu , ShaSha Han , Xingwei Tong , Runze Li