Related papers: Optimal Covariate Balancing Conditions in Propensi…
Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…
Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…
A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…
Personalized decision-making, tailored to individual characteristics, is gaining significant attention. The optimal treatment regime aims to provide the best-expected outcome in the entire population, known as the value function. One…
Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…
In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…
Randomized controlled trials (RCTs) provide strong internal validity compared with observational studies. However, selection bias threatens the external validity of randomized trials. Thus, RCT results may not apply to either broad public…
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…
Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…
Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…
The use of propensity score (PS) methods has become ubiquitous in causal inference. At the heart of these methods is the positivity assumption. Violation of the positivity assumption leads to the presence of extreme PS weights when…
Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…
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…
We investigate the issue of parameter estimation with nonuniform negative sampling for imbalanced data. We first prove that, with imbalanced data, the available information about unknown parameters is only tied to the relatively small…
Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…
We provide guidance on multiple imputation of missing at random treatments in observational studies. Specifically, analysts should account for both covariates and outcomes, i.e., not just use propensity scores, when imputing the missing…
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…
Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…
Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…