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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

A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…

Methodology · Statistics 2021-04-20 Seongoh Park , Xinlei Wang , Johan Lim

In test equating, ensuring score comparability across different test forms is crucial but particularly challenging when test groups are non-equivalent and no anchor test is available. Local test equating aims to satisfy Lord's equity…

Methodology · Statistics 2026-04-10 Gabriel Wallin , Marie Wiberg

With the increasing availability of data from historical studies and real-world data sources, hybrid control designs that incorporate external data into the evaluation of current studies are being increasingly adopted. In these designs, it…

Methodology · Statistics 2025-06-23 Masahiro Kojima , Shunichiro Orihara , Keisuke Hanada , Tomohiro Ohigashi

With the advancement of technology and the arrival of miniaturized environmental sensors that offer greater performance, the idea of building mobile network sensing for air quality has quickly emerged to increase our knowledge of air…

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 (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 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

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

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 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

An important statistical task in disease mapping problems is to identify divergent regions with unusually high or low risk of disease. Leave-one-out cross-validatory (LOOCV) model assessment is the gold standard for estimating predictive…

Applications · Statistics 2023-04-24 Longhai Li , Cindy X. Feng , Shi Qiu

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

In the causal inference literature an estimator belonging to a class of semi-parametric estimators is called robust if it has desirable properties under the assumption that at least one of the working models is correctly specified. In this…

Statistics Theory · Mathematics 2018-06-26 Ingeborg Waernbaum , Laura Pazzagli

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…

Methodology · Statistics 2025-04-11 Lars van der Laan , Ziming Lin , Marco Carone , Alex Luedtke

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

Econometrics · Economics 2023-01-20 Ganesh Karapakula

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

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

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

Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…

Methodology · Statistics 2022-07-20 Hengfang Wang , Jae Kwang Kim