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There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly…

Observational data have been actively used to estimate treatment effect, driven by the growing availability of electronic health records (EHRs). However, EHRs typically consist of longitudinal records, often introducing time-dependent…

Machine Learning · Computer Science 2024-06-14 Junghwan Lee , Simin Ma , Nicoleta Serban , Shihao Yang

Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…

Methodology · Statistics 2019-11-19 Haodi Liang , Cecilia Cotton

Inverse probability of treatment weighting (IPTW) is widely used to estimate causal effects, but guidance is limited for count exposures. It is also unclear how IPTW performs when combined with multiple imputation in this context. In this…

Methodology · Statistics 2026-03-26 Martin N. Danka , Jessica K. Bone , George B. Ploubidis , Richard J. Silverwood

Publication bias is a major concern in conducting systematic reviews and meta-analyses. Various sensitivity analysis or bias-correction methods have been developed based on selection models and they have some advantages over the widely used…

Methodology · Statistics 2021-09-28 Ao Huang , Kosuke Morikawa , Tim Friede , Satoshi Hattori

While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…

Methodology · Statistics 2024-02-13 Zhiqiang Cao , Lama Ghazi , Claudia Mastrogiacomo , Laura Forastiere , F. Perry Wilson , Fan Li

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

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

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity…

Methodology · Statistics 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang

In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is…

Methodology · Statistics 2025-03-21 Shunichiro Orihara , Tomotaka Momozaki , Tomoyuki Nakagawa

Inverse probability of treatment weighting (IPTW) is a popular propensity score (PS)-based approach to estimate causal effects in observational studies at risk of confounding bias. A major issue when estimating the PS is the presence of…

Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are…

Methodology · Statistics 2020-11-04 Yunji Zhou , Roland A. Matsouaka , Laine Thomas

Individual treatment effect (ITE) estimation is to evaluate the causal effects of treatment strategies on some important outcomes, which is a crucial problem in healthcare. Most existing ITE estimation methods are designed for centralized…

Machine Learning · Computer Science 2025-03-10 Changchang Yin , Hong-You Chen , Wei-Lun Chao , Ping Zhang

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

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…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

Dynamic Treatment Regimes (DTRs) provide a systematic framework for optimizing sequential decision-making in chronic disease management, where therapies must adapt to patients' evolving clinical profiles. Inverse probability weighting (IPW)…

Methodology · Statistics 2026-03-26 Chloe Si , David A. Stephens , Erica E. M. Moodie

In a widely cited paper, Xie and Liu (henceforth XL) proposed to use inverse probability of treatment weighting (IPTW) to account for possible confounding in observational studies with survival endpoints subject to right censoring. Their…

Methodology · Statistics 2025-11-04 Zhiwei Zhang , Yongwu Shao , Zhishen Ye

In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects,…

Methodology · Statistics 2023-12-08 Chengyao Tang , Yi Zhou , Ao Huang , Satoshi Hattori

Anecdotally, using an estimated propensity score is superior to the true propensity score in estimating the average treatment effect based on observational data. However, this claim comes with several qualifications: it holds only if…

Methodology · Statistics 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

When the distribution of treatment effect modifiers differs between the trial sample and target population, inverse probability weighting (IPSW) can be applied to achieve an unbiased estimate of the population average treatment effect in…

Applications · Statistics 2022-03-04 Albee Y. Ling , Maria E. Montez-Rath , Kris Kapphahn , Manisha Desai
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