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Randomized clinical trials (RCTs) are ideal for estimating causal effects, because the distributions of background covariates are similar in expectation across treatment groups. When estimating causal effects using observational data,…

Methodology · Statistics 2019-02-27 Anthony D. Scotina , Roee Gutman

We investigate the issue of parameter estimation with nonuniform negative sampling for imbalanced data. We first prove that, with imbalanced data, the available information about unknown parameters is only tied to the relatively small…

Machine Learning · Statistics 2021-10-26 HaiYing Wang , Aonan Zhang , Chong Wang

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

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

Methodology · Statistics 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be…

Econometrics · Economics 2025-10-14 Mingqian Guan , Komei Fujita , Naoya Sueishi , Shota Yasui

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

There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the…

Methodology · Statistics 2024-02-05 Roland A. Matsouaka , Yi Liu , Yunji Zhou

Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses…

Artificial Intelligence · Computer Science 2024-09-23 Abhishek Dalvi , Neil Ashtekar , Vasant Honavar

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus…

Methodology · Statistics 2025-04-15 Jyotishka Datta , Nicholas Polson

Inverse probability of treatment weighting (IPW) has been well applied in causal inference to estimate population-level estimands from observational studies. For time-to-event outcomes, the failure time distribution can be estimated by…

Methodology · Statistics 2025-05-13 Yuhao Deng , Rui Wang

Randomized Controlled Trials (RCTs) represent a gold standard when developing policy guidelines. However, RCTs are often narrow, and lack data on broader populations of interest. Causal effects in these populations are often estimated using…

Machine Learning · Computer Science 2023-03-07 Zeshan Hussain , Michael Oberst , Ming-Chieh Shih , David Sontag

Generalized linear models are often assumed to fit propensity scores, which are used to compute inverse probability weighted (IPW) estimators. In order to derive the asymptotic properties of IPW estimators, the propensity score is supposed…

Methodology · Statistics 2017-04-25 Julieta Molina , Mariela Sued , Marina Valdora

A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…

Methodology · Statistics 2025-07-15 Tianyu Zhan , Jane Zhang , Lei Shu , Yihua Gu

Randomized controlled trials (RCTs) provide strong internal validity compared with observational studies. However, selection bias threatens the external validity of randomized trials. Thus, RCT results may not apply to either broad public…

Methodology · Statistics 2017-04-26 Ziyue Chen , Eloise Kaizar

When making causal inferences, post-treatment confounders complicate analyses of time-varying treatment effects. Conditioning on these variables naively to estimate marginal effects may inappropriately block causal pathways and may induce…

Applications · Statistics 2019-04-02 Xiang Zhou , Geoffrey T. Wodtke

Chance imbalance in baseline characteristics is common in randomized clinical trials. Regression adjustment such as the analysis of covariance (ANCOVA) is often used to account for imbalance and increase precision of the treatment effect…

Methodology · Statistics 2020-08-14 Shuxi Zeng , Fan Li , Rui Wang , Fan Li

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Eric J. Tchetgen Tchetgen

Randomized Controlled Trials (RCTs) are often considered the gold standard for estimating causal effect, but they may lack external validity when the population eligible to the RCT is substantially different from the target population.…

Methodology · Statistics 2023-01-11 Bénédicte Colnet , Julie Josse , Erwan Scornet , Gaël Varoquaux

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