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We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

Methodology · Statistics 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

Methodology · Statistics 2018-08-07 Heng Shu , Zhiqiang Tan

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

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

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

Causal inference problems have remained an important research topic over the past several decades due to their general applicability in assessing a treatment effect in many different real-world settings. In this paper, we propose two…

Methodology · Statistics 2024-01-17 Jingyue Huang , Changbao Wu , Leilei Zeng

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

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

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

Methodology · Statistics 2025-11-11 Kazuharu Harada , Masataka Taguri

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

Methodology · Statistics 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate distributions of the treatment and control groups. Under…

Methodology · Statistics 2024-12-12 Jonathan B. Hill , Saraswata Chaudhuri

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh
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