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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 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

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

Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…

Artificial Intelligence · Computer Science 2025-01-22 Cheuk Hang Leung , Yiyan Huang , Yijun Li , Qi Wu

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…

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

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

There is growing interest in developing causal inference methods for multi-valued treatments with a focus on pairwise average treatment effects. Here we focus on a clinically important, yet less-studied estimand: causal drug-drug…

Methodology · Statistics 2022-09-20 Di Shu , Peisong Han , Sean Hennessy , Todd A Miano

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

Standard approaches to causal inference, such as Outcome Regression and Inverse Probability Weighted Regression Adjustment (IPWRA), are typically derived through the lens of missing data imputation and identification theory. In this work,…

Machine Learning · Statistics 2025-12-23 Ashley Zhang

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

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

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

This paper develops methods for estimating the natural direct and indirect effects in causal mediation analysis. The efficient influence function-based estimator (EIF-based estimator) and the inverse probability weighting estimator (IPW…

Methodology · Statistics 2025-12-11 Kentaro Kawato

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

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

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

The gold standard for causal model evaluation involves comparing model predictions with true effects estimated from randomized controlled trials (RCT). However, RCTs are not always feasible or ethical to perform. In contrast, conditionally…

Machine Learning · Computer Science 2023-11-06 Chao Ma , Cheng Zhang

Inverse probability weighting (IPW) is widely used in many areas when data are subject to unrepresentativeness, missingness, or selection bias. An inevitable challenge with the use of IPW is that the IPW estimator can be remarkably unstable…

Methodology · Statistics 2021-11-29 Yukun Liu , Yan Fan
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