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Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

Statistics Theory · Mathematics 2023-08-04 Jacob Dorn , Kevin Guo

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…

Methodology · Statistics 2025-12-17 Souhardya Sengupta , Kosuke Imai , Georgia Papadogeorgou

Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…

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

In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is…

Methodology · Statistics 2025-03-21 Shunichiro Orihara , Tomotaka Momozaki , Tomoyuki Nakagawa

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

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

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

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…

Machine Learning · Computer Science 2019-07-11 Rathin Desai , Amit Sharma

In observational research treatment effects, the average treatment effect (ATE) estimator may be biased if a confounding variable is misclassified. We discuss the impact of classification error in a dichotomous confounding variable in…

Methodology · Statistics 2019-12-13 Linda Nab , Rolf H. H. Groenwold , Maarten van Smeden , Ruth H. Keogh

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

Methodology · Statistics 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

Inverse propensity-score weighted (IPW) estimators are prevalent in causal inference for estimating average treatment effects in observational studies. Under unconfoundedness, given accurate propensity scores and $n$ samples, the size of…

Methodology · Statistics 2024-10-03 Alkis Kalavasis , Anay Mehrotra , Manolis Zampetakis

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

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

Methodology · Statistics 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

In observational studies, identification of ATEs is generally achieved by assuming that the correct set of confounders has been measured and properly included in the relevant models. Because this assumption is both strong and untestable, a…

Methodology · Statistics 2020-12-18 Matteo Bonvini , Edward H Kennedy

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

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

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

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
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