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Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Methodology · Statistics 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

Propensity score (PS) methods are widely used in observational studies to reduce confounding and estimate causal treatment effects. However, the validity of PS-based causal estimators depends heavily on correct model specification, and…

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

In clinical trials with recurrent events, such as repeated hospitalizations terminating with death, it is important to consider the patient events overall history for a thorough assessment of treatment effects. The occurrence of fewer…

Methodology · Statistics 2025-09-08 Alessandra Ragni , Torben Martinussen , Thomas Scheike

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

Methodology · Statistics 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and H\'ajek/self-normalized estimators, which normalize by the sum…

Methodology · Statistics 2021-07-13 Samir Khan , Johan Ugander

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…

The analysis of randomized controlled trials is often complicated by intercurrent events (IEs) -- events that occur after treatment initiation and affect either the interpretation or existence of outcome measurements. Examples include…

Methodology · Statistics 2026-04-07 Sizhu Lu , Yanyao Yi , Yongming Qu , Huayu Karen Liu , Ting Ye , Peng Ding

Individual treatment effect (ITE) estimation is to evaluate the causal effects of treatment strategies on some important outcomes, which is a crucial problem in healthcare. Most existing ITE estimation methods are designed for centralized…

Machine Learning · Computer Science 2025-03-10 Changchang Yin , Hong-You Chen , Wei-Lun Chao , Ping Zhang

With continuous outcomes, the average causal effect is typically defined using a contrast of expected potential outcomes. However, in the presence of skewed outcome data, the expectation may no longer be meaningful. In practice the typical…

Methodology · Statistics 2023-02-06 Daisy A. Shepherd , Benjamin R. Baer , Margarita Moreno-Betancur

Clinical study populations often differ meaningfully from the broader populations to which results are intended to generalize. Weighting methods such as inverse probability of sampling weights (IPSW) reweight study participants to resemble…

Methodology · Statistics 2025-12-02 William Stewart , Carly L. Brantner , Elizabeth A. Stuart , Laine Thomas

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

Our work was motivated by a recent study on birth defects of infants born to pregnant women exposed to a certain medication for treating chronic diseases. Outcomes such as birth defects are rare events in the general population, which often…

Applications · Statistics 2017-02-24 Ronghui Xu , Jue Hou , Christina D. Chambers

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Eric J. Tchetgen Tchetgen

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

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

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs),…

Methodology · Statistics 2023-12-14 Shunichiro Orihara

Irregular longitudinal data with informative visit times arise when patients' visits are partly driven by concurrent disease outcomes. However, existing methods such as inverse intensity weighting (IIW), often overlook or have not…

Methodology · Statistics 2024-06-25 Sean Yiu , Li Su

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