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This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

With the growing access to administrative health databases, retrospective studies have become crucial evidence for medical treatments. Yet, non-randomized studies frequently face selection biases, requiring mitigation strategies. Propensity…

Machine Learning · Statistics 2026-05-07 Alexandre Abraham , Andrés Hoyos Idrobo

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

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

This paper proposes a new class of nonparametric tests for the correct specification of models based on conditional moment restrictions, paying particular attention to generalized propensity score models. The test procedure is based on two…

Econometrics · Economics 2023-04-18 Pedro H. C. Sant'Anna , Xiaojun Song

When a strict subset of covariates are given, we propose conditional quantile treatment effect to capture the heterogeneity of treatment effects via the quantile sheet that is the function of the given covariates and quantile. We focus on…

Statistics Theory · Mathematics 2020-09-23 Niwen Zhou , Xu Guo , Lixing Zhu

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

Propensity score matching has been a long-standing tradition for handling confounding in causal inference, however requiring stringent model assumptions. In this article, we propose double score matching(DSM) for general causal estimands…

Methodology · Statistics 2020-07-07 Shu Yang , Yunshu Zhang

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

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

Machine Learning · Statistics 2023-10-11 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Methodology · Statistics 2025-07-01 Paul T. von Hippel

Nonresponse weighting adjustment using propensity score is a popular method for handling unit nonresponse. However, including all available auxiliary variables into the propensity model can lead to inefficient and inconsistent estimation,…

Methodology · Statistics 2018-07-31 Hejian Sang , Gyuhyeong Goh , Jae Kwang Kim

Propensity score weighting is a tool for causal inference to adjust for measured confounders in observational studies. In practice, data often present complex structures, such as clustering, which make propensity score modeling and…

Methodology · Statistics 2017-03-20 Shu Yang

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

Valid statistical inference is challenging when the sample is subject to unknown selection bias. Data integration can be used to correct for selection bias when we have a parallel probability sample from the same population with some common…

Methodology · Statistics 2023-07-24 Zhonglei Wang , Shu Yang , Jae Kwang Kim

Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…

Applications · Statistics 2021-01-19 Felix Bestehorn , Maike Bestehorn , Christian Kirches

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…

Statistics Theory · Mathematics 2018-04-24 Priyantha Wijayatunga

Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…

Methodology · Statistics 2024-10-22 Shunichiro Orihara , Tomotaka Momozaki

Covariate adjustment can improve precision in analyzing randomized experiments. With fully observed data, regression adjustment and propensity score weighting are asymptotically equivalent in improving efficiency over unadjusted analysis.…

Methodology · Statistics 2024-03-06 Anqi Zhao , Peng Ding , Fan Li