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A straightforward application of semi-supervised machine learning to the problem of treatment effect estimation would be to consider data as "unlabeled" if treatment assignment and covariates are observed but outcomes are unobserved.…

Methodology · Statistics 2020-09-15 Andrew Herren , P. Richard Hahn

Observational studies are often used to understand relationships between exposures and outcomes. They do not, however, allow conclusions about causal relationships to be drawn unless statistical techniques are used to account for the…

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Methodology · Statistics 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

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…

Methodology · Statistics 2017-10-25 Corwin M Zigler , Matthew Cefalu

The finite sample variance of an inverse propensity weighted estimator is derived in the case of discrete control variables with finite support. The obtained expressions generally corroborate widely-cited asymptotic theory showing that…

Methodology · Statistics 2023-05-19 Andrew Herren , P. Richard Hahn

Positivity violations, which occur when some subgroups either always or never receive a treatment of interest, pose significant challenges for causal effect estimation with observational data. Recent balancing weight methods have proved to…

Methodology · Statistics 2025-12-17 Martha Barnard , Jared D. Huling , Julian Wolfson

In this paper, we outline a principled approach to estimate an individualized treatment rule that is appropriate for data from observational studies where, in addition to treatment assignment not being independent of individual…

Methodology · Statistics 2019-06-05 Jeremy Roth , Noah Simon

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

Econometrics · Economics 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

The pervasive use of prevalent cohort studies on disease duration, increasingly calls for appropriate methodologies to account for the biases that invariably accompany samples formed by such data. It is well-known, for example, that…

Statistics Theory · Mathematics 2013-11-07 Ashkan Ertefaie , Masoud Asgharian , David Stephens

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-09-30 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

Methodology · Statistics 2016-11-17 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

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

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

This paper reexamines Abadie and Imbens (2016)'s work on propensity score matching for average treatment effect estimation. We explore the asymptotic behavior of these estimators when the number of nearest neighbors, $M$, grows with the…

Statistics Theory · Mathematics 2023-11-16 Yihui He , Fang Han

This paper focuses on the Bayesian Network Propensity Score (BNPS), a novel approach for estimating treatment effects in observational studies characterized by unknown (and likely unbalanced) designs and complex dependency structures among…

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

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy