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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

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Methodology · Statistics 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

Medication adherence is essential to ensure treatment effectiveness, but too often in routine care non-adherence compromises the desired outcome. We explore longitudinal causal modelling using observational data to estimate the time-varying…

Methodology · Statistics 2026-03-10 Xiaoran Liang , Deniz Türkmen , Jane A H Masoli , Luke C Pilling , Jack Bowden

We study contextual chance-constrained programming under decision-dependent uncertainty. In this setting, a decision not only needs to satisfy constraints but also alters the distribution of uncertain outcomes. This dependency makes the…

Optimization and Control · Mathematics 2026-02-10 Xiangting Liu , Shengran Wang , Kaile Yan , Zhi-Hai Zhang

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

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

The integrated conditional moment (ICM) test is a classical and widely used method for assessing the adequacy of regression models. Although it performs well in fixed-dimension settings, its behavior changes dramatically when the predictor…

Methodology · Statistics 2026-04-17 Yue Hu , Haiqi Li , Xintao Xia

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

Clinical study populations often differ meaningfully from the broader populations to which results are intended to generalize. Weighting methods such as inverse probability of sampling weights (IPSW) reweight study participants to resemble…

Methodology · Statistics 2025-12-02 William Stewart , Carly L. Brantner , Elizabeth A. Stuart , Laine Thomas

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…

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

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

Matched case-control studies are commonly employed in epidemiological research for their convenience and efficiency. Analysis of secondary outcomes can yield valuable insights into biological pathways and help identify genetic variants of…

Methodology · Statistics 2026-02-24 Shanshan Liu , Guoqing Diao

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

Machine Learning · Statistics 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

Methodology · Statistics 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

Researchers are often interested in estimating effects of generalized time-varying treatment strategies on the mean of an outcome at one or more selected follow-up times of interest. For example, the Medications and Weight Gain in PCORnet…

Estimating population-level effects of a vaccine is challenging because there may be interference, i.e., the outcome of one individual may depend on the vaccination status of another individual. Partial interference occurs when individuals…

When constructing models to summarize clinical data to be used for simulations, it is good practice to evaluate the models for their capacity to reproduce the data. This can be done by means of Visual Predictive Checks (VPC), which consist…

Applications · Statistics 2021-05-06 Christian Bartels , Thomas Dumortier

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

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