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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

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

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

In the presence of sufficiently weak overlap, it is known that no regular root-n-consistent estimators exist and standard estimators may fail to be asymptotically normal. This paper shows that a thresholded version of the standard doubly…

Econometrics · Economics 2025-04-23 Jacob Dorn

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

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

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Lixing Zhu

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

Methodology · Statistics 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang

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

Inverse probability of treatment weighting (IPW) has been well applied in causal inference to estimate population-level estimands from observational studies. For time-to-event outcomes, the failure time distribution can be estimated by…

Methodology · Statistics 2025-05-13 Yuhao Deng , Rui Wang

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

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

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

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

The accessibility of vast volumes of unlabeled data has sparked growing interest in semi-supervised learning (SSL) and covariate shift transfer learning (CSTL). In this paper, we present an inference framework for estimating regression…

Methodology · Statistics 2024-06-21 Ye Tian , Peng Wu , Zhiqiang Tan

The estimation of Average Treatment Effect (ATE) as a causal parameter is carried out in two steps, where in the first step, the treatment and outcome are modeled to incorporate the potential confounders, and in the second step, the…

Methodology · Statistics 2022-02-09 Mehdi Rostami , Olli Saarela

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

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He

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

In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects,…

Methodology · Statistics 2023-12-08 Chengyao Tang , Yi Zhou , Ao Huang , Satoshi Hattori
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