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Inverse probability of treatment weighting (IPTW), which has been used to estimate sample average treatment effects (SATE) using observational data, tenuously relies on the positivity assumption and the correct specification of the…

Methodology · Statistics 2019-05-23 Nathan Kallus , Brenton Pennicooke , Michele Santacatterina

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

In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…

We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

Methodology · Statistics 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

Randomized controlled trials are the gold standard for measuring causal effects. However, they are often not always feasible, and causal treatment effects must be estimated from observational data. Observational studies do not allow robust…

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

Comparative effectiveness research often involves evaluating the differences in the risks of an event of interest between two or more treatments using observational data. Often, the post-treatment outcome of interest is whether the event…

Methodology · Statistics 2022-05-18 Youfei Yu , Min Zhang , Bhramar Mukherjee

Case-cohort studies are conducted within cohort studies, wherein collection of exposure data is limited to a subset of the cohort, leading to a large proportion of missing data by design. Standard analysis uses inverse probability weighting…

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 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

The inverse probability of treatment weighting (IPTW) approach is commonly used in propensity score analysis to infer causal effects in regression models. Due to oversized IPTW weights and errors associated with propensity score estimation,…

Methodology · Statistics 2021-09-02 Tenglong Li , Jordan Lawson

Borrowing external data can improve estimation efficiency but may introduce bias when populations differ in covariate distributions or outcome variability. A proper balance needs to be maintained between the two datasets to justify the…

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

Methodology · Statistics 2025-08-11 Alec McClean , Iván Díaz

Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…

Methodology · Statistics 2025-03-21 Linying Yang , Robin J. Evans

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

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…

Methodology · Statistics 2025-04-11 Lars van der Laan , Ziming Lin , Marco Carone , Alex Luedtke

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

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
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