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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

Mendelian randomization is an instrumental variable method that utilizes genetic information to investigate the causal effect of a modifiable exposure on an outcome. In most cases, the exposure changes over time. Understanding the…

Methodology · Statistics 2024-03-11 Haodong Tian , Ashish Patel , Stephen Burgess

The use of genetic variants as instrumental variables - an approach known as Mendelian randomization - is a popular epidemiological method for estimating the causal effect of an exposure (phenotype, biomarker, risk factor) on a disease or…

Methodology · Statistics 2020-12-21 Ioan Gabriel Bucur , Tom Claassen , Tom Heskes

In a widely cited paper, Xie and Liu (henceforth XL) proposed to use inverse probability of treatment weighting (IPTW) to account for possible confounding in observational studies with survival endpoints subject to right censoring. Their…

Methodology · Statistics 2025-11-04 Zhiwei Zhang , Yongwu Shao , Zhishen Ye

Deep latent variable models have become a popular model choice due to the scalable learning algorithms introduced by (Kingma & Welling, 2013; Rezende et al., 2014). These approaches maximize a variational lower bound on the intractable log…

Machine Learning · Computer Science 2018-11-20 George Tucker , Dieterich Lawson , Shixiang Gu , Chris J. Maddison

Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models. Associated with this estimator are equation specific tests of model…

Methodology · Statistics 2024-04-17 Teague R. Henry , Zachary F. Fisher , Kenneth A. Bollen

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…

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

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

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

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

The inverse probability weighting (IPW) is broadly utilized to address missing data problems including causal inference but may suffer from large variances and biases due to propensity score model misspecification. To solve these problems,…

Methodology · Statistics 2020-08-05 Hiroto Katsumata

Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…

Methodology · Statistics 2025-07-24 Pengfei Li , Jing Qin , Yukun Liu

This paper develops a semiparametric Bayesian instrumental variable analysis method for estimating the causal effect of an endogenous variable when dealing with unobserved confounders and measurement errors with partly interval-censored…

Methodology · Statistics 2025-01-28 Elvis Han Cui , Xuyang Lu , Jin Zhou , Hua Zhou , Gang Li

When the distribution of treatment effect modifiers differs between the trial sample and target population, inverse probability weighting (IPSW) can be applied to achieve an unbiased estimate of the population average treatment effect in…

Applications · Statistics 2022-03-04 Albee Y. Ling , Maria E. Montez-Rath , Kris Kapphahn , Manisha Desai

Methods have been developed for Mendelian randomization that can obtain consistent causal estimates while relaxing the instrumental variable assumptions. These include multivariable Mendelian randomization, in which a genetic variant may be…

Methodology · Statistics 2017-08-02 Jessica M. B. Rees , Angela Wood , Stephen Burgess

Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant and valid. However, this is impractical especially in…

Econometrics · Economics 2020-06-29 Qingliang Fan , Yaqian Wu

In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a…

Methodology · Statistics 2022-08-11 Xiaoran Liang , Eleanor Sanderson , Frank Windmeijer

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

Machine Learning · Statistics 2025-11-21 Akira Tanimoto

Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

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