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Personalized decision-making, tailored to individual characteristics, is gaining significant attention. The optimal treatment regime aims to provide the best-expected outcome in the entire population, known as the value function. One…

Methodology · Statistics 2024-05-28 Yuwen Cheng , Shu Yang

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

In the analysis of observational studies, inverse probability weighting (IPW) is commonly used to consistently estimate the average treatment effect (ATE) or the average treatment effect in the treated (ATT). The variance of the IPW ATE…

Methodology · Statistics 2020-11-25 Sarah A. Reifeis , Michael G. Hudgens

Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…

Methodology · Statistics 2017-10-25 Corwin M Zigler , Matthew Cefalu

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

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

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

Inverse probability of treatment weighting (IPTW) is widely used to estimate causal effects, but guidance is limited for count exposures. It is also unclear how IPTW performs when combined with multiple imputation in this context. In this…

Methodology · Statistics 2026-03-26 Martin N. Danka , Jessica K. Bone , George B. Ploubidis , Richard J. Silverwood

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

Methodology · Statistics 2025-08-11 Alec McClean , Iván Díaz

Publication bias is a major concern in conducting systematic reviews and meta-analyses. Various sensitivity analysis or bias-correction methods have been developed based on selection models and they have some advantages over the widely used…

Methodology · Statistics 2021-09-28 Ao Huang , Kosuke Morikawa , Tim Friede , Satoshi Hattori

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

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

Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that…

Statistics Theory · Mathematics 2022-11-01 Kuanhao Jiang , Rajarshi Mukherjee , Subhabrata Sen , Pragya Sur

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

Methodology · Statistics 2025-01-14 Wataru Hongo , Shuji Ando , Jun Tsuchida , Takashi Sozu

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

I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…

Econometrics · Economics 2023-06-16 Andreas Hagemann

Marginal structural models (MSM) with inverse probability weighting (IPW) are used to estimate causal effects of time-varying treatments, but can result in erratic finite-sample performance when there is low overlap in covariate…

Methodology · Statistics 2019-07-16 Shirley Liao , Lucas Henneman , Corwin Zigler

Weighted likelihood, in which one solves Horvitz-Thompson or inverse probability weighted (IPW) versions of the likelihood equations, offers a simple and robust method for fitting models to two phase stratified samples. We consider…

Statistics Theory · Mathematics 2007-06-13 Norman E. Breslow , Jon A. Wellner

We develop new semiparametric methods for estimating treatment effects. We focus on settings where the outcome distributions may be thick tailed, where treatment effects may be small, where sample sizes are large and where assignment is…

Methodology · Statistics 2023-08-24 Susan Athey , Peter J. Bickel , Aiyou Chen , Guido W. Imbens , Michael Pollmann
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