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The method of generalized estimating equations (GEE) is popular in the biostatistics literature for analyzing longitudinal binary and count data. It assumes a generalized linear model (GLM) for the outcome variable, and a working…

Methodology · Statistics 2016-06-03 Aristidis K. Nikoloulopoulos

Randomised field experiments, such as A/B testing, have long been the gold standard for evaluating the value that new software brings to customers. However, running randomised field experiments is not always desired, possible or even…

Software Engineering · Computer Science 2022-07-04 Yuchu Liu , David Issa Mattos , Jan Bosch , Helena Holmström Olsson , Jonn Lantz

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available.…

Machine Learning · Computer Science 2022-02-23 Wenshuo Guo , Mingzhang Yin , Yixin Wang , Michael I. Jordan

Two-phase sampling designs are frequently employed in epidemiological studies and large-scale health surveys. In such designs, certain variables are exclusively collected within a second-phase random subsample of the initial first-phase…

Methodology · Statistics 2024-03-25 Lingxiao Wang

There are many measures to report so-called treatment or causal effects: absolute difference, ratio, odds ratio, number needed to treat, and so on. The choice of a measure, e.g. absolute versus relative, is often debated because it leads to…

Methodology · Statistics 2025-09-23 Bénédicte Colnet , Julie Josse , Gaël Varoquaux , Erwan Scornet

A common goal in comparative effectiveness research is to estimate treatment effects on pre-specified subpopulations of patients. Though widely used in medical research, causal inference methods for such subgroup analysis remain…

Covariate balancing is a popular technique for controlling confounding in observational studies. It finds weights for the treatment group which are close to uniform, but make the group's covariate means (approximately) equal to those of the…

Methodology · Statistics 2025-03-07 Shiva Kaul , Min-Gyu Kim

Propensity score matching (PSM) is the de-facto standard for estimating causal effects in observational studies. We show that PSM and its implementations are susceptible to several major drawbacks and illustrate these findings using a case…

Applications · Statistics 2019-05-20 Felix Bestehorn , Maike Bestehorn , Markus Bestehorn , Christian Kirches

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

A natural way of handling imbalanced data is to attempt to equalise the class frequencies and train the classifier of choice on balanced data. For two-class imbalanced problems, the classification success is typically measured by the…

Computer Vision and Pattern Recognition · Computer Science 2018-04-20 Ludmila I. Kuncheva , Álvar Arnaiz-González , José-Francisco Díez-Pastor , Iain A. D. Gunn

Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…

Methodology · Statistics 2017-06-08 Hwanhee Hong , David A. Aaby , Juned Siddique , Elizabeth A. Stuart

Covariate adjustment aims to improve the statistical efficiency of randomized trials by incorporating information from baseline covariates. Popular methods for covariate adjustment include analysis of covariance for continuous endpoints and…

Methodology · Statistics 2025-05-09 Zhiwei Zhang , Ya Wang , Dong Xi

Extending generalized estimating equations (GEE) to ordinal response data requires a conversion of the ordinal response to a vector of binary category indicators. That leads to a rather complicated association structure, and the…

Methodology · Statistics 2017-05-23 Aristidis K. Nikoloulopoulos

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Propensity score matching (PSM) is a pseudo-experimental method that uses statistical techniques to construct an artificial control group by matching each treated unit with one or more untreated units of similar characteristics. To date,…

Statistics Theory · Mathematics 2022-05-27 Yukun Liu , Jing Qin

We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…

Machine Learning · Statistics 2025-08-26 Jianqing Fan , Soham Jana , Sanjeev Kulkarni , Qishuo Yin

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
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