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Common variance estimation methods for weighted average treatment effects (WATEs) in observational studies include nonparametric bootstrap and model-based, closed-form sandwich variance estimation. However, the computational cost of…

Methodology · Statistics 2025-09-11 Huiyue Li , Yi Liu , Yunji Zhou , Jiajun Liu , Dezhao Fu , Roland A. Matsouaka

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

Randomized experiments are the gold standard for estimating treatment effects, and randomization serves as a reasoned basis for inference. In widely used stratified randomized experiments, randomization-based finite-population asymptotic…

Statistics Theory · Mathematics 2026-05-20 Haoyang Yu , Ke Zhu , Hanzhong Liu

In this paper, we study the estimation and inference of the quantile treatment effect under covariate-adaptive randomization. We propose two estimation methods: (1) the simple quantile regression and (2) the inverse propensity score…

Methodology · Statistics 2020-02-26 Yichong Zhang , Xin Zheng

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…

Sequential trial emulation (STE) is an approach to estimating causal treatment effects by emulating a sequence of target trials from observational data. In STE, inverse probability weighting is commonly utilised to address time-varying…

Methodology · Statistics 2025-07-10 Juliette M. Limozin , Shaun R. Seaman , Li Su

Common causal estimands include the average treatment effect (ATE), the average treatment effect of the treated (ATT), and the average treatment effect on the controls (ATC). Using augmented inverse probability weighting methods, parametric…

Methodology · Statistics 2022-09-23 Roland A. Matsouaka , Yi Liu , Yunji Zhou

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding

The ISO 5725 series frames interlaboratory precision through repeatability, between-laboratory, and reproducibility variances, yet practical guidance on deploying bootstrap methods within this one-way random-effects setting remains limited.…

Applications · Statistics 2026-02-10 Jun-ichi Takeshita , Kazuhiro Morita , Tomomichi Suzuki

Propensity score methods are widely used in observational studies for evaluating marginal treatment effects. The generalized propensity score (GPS) is an extension of the propensity score framework, historically developed in the case of…

Applications · Statistics 2020-07-07 Valérie Garès , Guillaume Chauvet , David Hajage

We present a practical approach for computing the sandwich variance estimator in two-stage regression model settings. As a motivating example for two-stage regression, we consider regression calibration, a popular approach for addressing…

Methodology · Statistics 2022-09-22 Lillian A. Boe , Thomas Lumley , Pamela A. Shaw

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

Methodology · Statistics 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

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

This paper investigates the accuracy of bootstrap-based bias correction of persistence measures for long memory fractionally integrated processes. The bootstrap method is based on the semi-parametric sieve approach, with the dynamics in the…

Methodology · Statistics 2016-03-08 Simone D. Grose , Gael M. Martin , Donald S. Poskitt

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Pooled logistic regression models are commonly applied in survival analysis. However, the standard implementation can be computationally demanding, which is further exacerbated when using the nonparametric bootstrap for inference. To ease…

Methodology · Statistics 2025-04-21 Paul N Zivich , Stephen R Cole , Bonnie E Shook-Sa , Justin B DeMonte , Jessie K Edwards

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

Recent advances in molecular simulations allow the evaluation of previously unattainable observables, such as rate constants for protein folding. However, these calculations are usually computationally expensive and even significant…

Applications · Statistics 2019-03-27 Barmak Mostofian , Daniel M. Zuckerman

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

Econometrics · Economics 2019-01-21 Federico A. Bugni , Ivan A. Canay , Azeem M. Shaikh

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

Statistics Theory · Mathematics 2025-08-21 Art B. Owen
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