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Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…

Methodology · Statistics 2022-07-20 Hengfang Wang , Jae Kwang Kim

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…

Machine Learning · Computer Science 2022-07-12 Mohammad Taha Bahadori , Eric Tchetgen Tchetgen , David E. Heckerman

We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumption of monotonicity in the propensity score function, a…

Econometrics · Economics 2025-01-27 Mengshan Xu , Taisuke Otsu

Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference by attributing randomness solely to the design mechanism (e.g., treatment…

Methodology · Statistics 2026-04-17 Siyu Heng , Yanxin Shen , Zijian Guo

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

Statistical causal inference from observational studies often requires adjustment for a possibly multi-dimensional variable, where dimension reduction is crucial. The propensity score, first introduced by Rosenbaum and Rubin, is a popular…

Statistics Theory · Mathematics 2020-04-28 Hui Guo , Philip Dawid , Giovanni Berzuini

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

Methodology · Statistics 2026-03-27 Licheng Liu

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

We study the causal effect with a functional treatment variable, where practical applications often arise in neuroscience, biomedical sciences, etc. Previous research concerning the effect of a functional variable on an outcome is typically…

Methodology · Statistics 2025-05-20 Ruoxu Tan , Wei Huang , Zheng Zhang , Guosheng Yin

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

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

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

Methodology · Statistics 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang

Generalized causal effect estimands, including the Mann-Whitney parameter and causal net benefit, provide flexible summaries of treatment effects in randomized experiments with non-Gaussian or multivariate outcomes. We develop a unified…

Methodology · Statistics 2026-02-27 Xinyuan Chen , Fan Li

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

Methodology · Statistics 2026-04-22 Jiawei Fu , Donald P. Green