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Although propensity scores have been central to the estimation of causal effects for over 30 years, only recently has the statistical literature begun to consider in detail methods for Bayesian estimation of propensity scores and causal…

Methodology · Statistics 2014-04-09 Corwin M. Zigler

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

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

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss…

Methodology · Statistics 2021-10-29 Eli Ben-Michael , Avi Feller , David A. Hirshberg , José R. Zubizarreta

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 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 propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

Methodology · Statistics 2018-01-03 Michael J Lopez , Roee Gutman

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…

Methodology · Statistics 2024-06-06 Shachi Deshpande , Volodymyr Kuleshov

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…

Methodology · Statistics 2022-10-25 Fan Li , Peng Ding , Fabrizia Mealli

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He

Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the…

Methodology · Statistics 2019-07-10 Fan Li , Fan Li

In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects,…

Methodology · Statistics 2023-12-08 Chengyao Tang , Yi Zhou , Ao Huang , Satoshi Hattori

Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…

Statistics Theory · Mathematics 2018-04-24 Priyantha Wijayatunga

Propensity score plays a central role in causal inference, but its use is not limited to causal comparisons. As a covariate balancing tool, propensity score can be used for controlled descriptive comparisons between groups whose memberships…

Methodology · Statistics 2022-09-09 Fan Li , Fan Li

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

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

Methodology · Statistics 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

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

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

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian
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