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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

Two-sample summary-data Mendelian randomization (MR) has become a popular research design to estimate the causal effect of risk exposures. With the sample size of GWAS continuing to increase, it is now possible to utilize genetic…

Applications · Statistics 2018-11-20 Qingyuan Zhao , Yang Chen , Jingshu Wang , Dylan S. Small

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

Methodology · Statistics 2023-01-27 Eunah Cho , Shu Yang

Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and H\'ajek/self-normalized estimators, which normalize by the sum…

Methodology · Statistics 2021-07-13 Samir Khan , Johan Ugander

Mendelian randomization (MR) has been a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome using genetic variants as instrumental variables (IV), with two-sample summary-data MR being the most…

Methodology · Statistics 2021-06-08 Sheng Wang , Hyunseung Kang

Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…

Methodology · Statistics 2026-05-27 Yi Liu , Huiman Barnhart , Sean O'Brien , Yuliya Lokhnygina , Roland A. Matsouaka

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

In observational studies, instrumental variable (IV) methods are commonly applied when there exists some unmeasured covariates. In Mendelian Randomization (MR), constructing an allele score by using many single nucleotide polymorphisms…

Methodology · Statistics 2022-08-22 Shunichiro Orihara

Mediation analysis is a powerful tool for studying causal pathways between exposure, mediator, and outcome variables of interest. While classical mediation analysis using observational data often requires strong and sometimes unrealistic…

Methodology · Statistics 2024-05-20 Rita Qiuran Lyu , Chong Wu , Xinwei Ma , Jingshen Wang

The instrumental variable (IV) design is a common approach to address hidden confounding bias. For validity, an IV must impact the outcome only through its association with the treatment. In addition, IV identification has required a…

Selection bias can hinder accurate estimation of association parameters in binary disease risk models using non-probability samples like electronic health records (EHRs). The issue is compounded when participants are recruited from multiple…

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…

Applications · Statistics 2021-05-05 Marie-Astrid Metten , Nathalie Costet , J. -F. Viel , Guillaume Chauvet

Mendelian randomization (MR) is a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome by using genetic instruments. These instruments are often selected from a combination of prior knowledge from…

Methodology · Statistics 2019-11-12 Nan Bi , Hyunseung Kang , Jonathan Taylor

Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…

Methodology · Statistics 2018-07-02 Sean Yiu , Li Su

Mendelian randomization (MR) has become an essential tool for causal inference in biomedical and public health research. By using genetic variants as instrumental variables, MR helps address unmeasured confounding and reverse causation,…

Methodology · Statistics 2025-11-04 Minhao Yao , Anqi Wang , Xihao Li , Zhonghua Liu

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one…

Methodology · Statistics 2024-03-15 Bénédicte Colnet , Julie Josse , Gaël Varoquaux , Erwan Scornet

We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…

Methodology · Statistics 2019-10-28 Stephen A. Lauer , Nicholas G. Reich , Laura B. Balzer

Importance weighting (IW) is a golden solver for joint distribution shift, where the joint distributions differ between the training and test data. To solve this problem, IW estimates test-to-training density ratios as importance weights…

Machine Learning · Computer Science 2026-05-26 Tongtong Fang , Nan Lu , Gang Niu , Kenji Fukumizu , Masashi Sugiyama