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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

In pharmacoepidemiology research, instrumental variables (IVs) are variables that strongly predict treatment but have no causal effect on the outcome of interest except through the treatment. There remain concerns about the inclusion of IVs…

The path-specific effect (PSE) is of primary interest in mediation analysis when multiple intermediate variables between treatment and outcome are observed, as it can isolate the specific effect through each mediator, thus mitigating…

Methodology · Statistics 2025-07-16 Jiawei Shan , Ting Wang , Wei Li , Chunrong Ai

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…

Methodology · Statistics 2024-03-28 Hengfang Wang , Jae Kwang Kim , Jeongseop Han , Youngjo Lee

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

Methodology · Statistics 2023-04-18 Liangbo Lyu , Molei Liu

Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…

Methodology · Statistics 2024-12-24 Tongrong Wang , Honghe Zhao , Shu Yang , Shuhan Tang , Zhanglin Cui , Li Li , Douglas E. Faries

In observational studies, researchers must select a method to control for confounding. Options include propensity score methods and regression. It remains unclear how dataset characteristics (size, overlap in propensity scores, exposure…

Methodology · Statistics 2022-10-21 J. Wilkinson , M. A. Mamas , E. Kontopantelis

In experimental design and causal inference, it may happen that the treatment is not defined on individual experimental units, but rather on pairs or, more generally, on groups of units. For example, teachers may choose pairs of students…

Statistics Theory · Mathematics 2018-01-24 Panos Toulis , Alexander Volfovsky , Edoardo M. Airoldi

\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by…

Methodology · Statistics 2022-03-29 Peng Ding , Tianyu Guo

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

Econometrics · Economics 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

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

Confounding remains one of the major challenges to causal inference with observational data. This problem is paramount in medicine, where we would like to answer causal questions from large observational datasets like electronic health…

Methodology · Statistics 2024-01-10 Linying Zhang , Yixin Wang , Martijn Schuemie , David Blei , George Hripcsak

In this paper, we develop new methods for estimating average treatment effects in observational studies, focusing on settings with more than two treatment levels under unconfoundedness given pre-treatment variables. We emphasize…

Methodology · Statistics 2017-10-11 Shu Yang , Guido W. Imbens , Zhanglin Cui , Douglas Faries , Zbigniew Kadziola

We study offline recommender learning from explicit rating feedback in the presence of selection bias. A current promising solution for the bias is the inverse propensity score (IPS) estimation. However, the performance of existing…

Machine Learning · Statistics 2022-04-22 Yuta Saito , Masahiro Nomura

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

Existing statistical methods in causal inference often assume the positivity condition, where every individual has some chance of receiving any treatment level regardless of covariates. This assumption could be violated in observational…

Methodology · Statistics 2025-01-22 Yikun Zhang , Yen-Chi Chen , Alexander Giessing

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

Machine Learning · Statistics 2022-06-08 Susan Athey , Guido Imbens

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators,…

Methodology · Statistics 2024-11-12 Rom Gutman , Ehud Karavani , Yishai Shimoni
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