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A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are…

统计方法学 · 统计学 2024-01-30 Samir Khan , Johan Ugander

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

统计方法学 · 统计学 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…

统计理论 · 数学 2024-09-10 Elina Kresse , Emils Silins , Janis Valeinis

Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the…

统计方法学 · 统计学 2019-07-10 Fan Li , Fan Li

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

统计方法学 · 统计学 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

The finite sample variance of an inverse propensity weighted estimator is derived in the case of discrete control variables with finite support. The obtained expressions generally corroborate widely-cited asymptotic theory showing that…

统计方法学 · 统计学 2023-05-19 Andrew Herren , P. Richard Hahn

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

统计方法学 · 统计学 2023-07-12 Noah Greifer , Elizabeth A. Stuart

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.…

统计方法学 · 统计学 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

Propensity score weighting is a tool for causal inference to adjust for measured confounders in observational studies. In practice, data often present complex structures, such as clustering, which make propensity score modeling and…

统计方法学 · 统计学 2017-03-20 Shu Yang

Observational cohort studies with oversampled exposed subjects are typically implemented to understand the causal effect of a rare exposure. Because the distribution of exposed subjects in the sample differs from the source population,…

统计方法学 · 统计学 2019-02-14 Sherri Rose

In modern data analysis, it is common to select a model before performing statistical inference. Selective inference tools make adjustments for the model selection process in order to ensure reliable inference post selection. In this paper,…

统计方法学 · 统计学 2025-02-24 Yumeng Wang , Snigdha Panigrahi , Xuming He

A growing statistical literature focuses on causal inference in the context of experiments where the target of inference is the average treatment effect in a finite population and random assignment determines which subjects are allocated to…

统计方法学 · 统计学 2025-09-04 Jonas M. Mikhaeil , Donald P. Green

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

计量经济学 · 经济学 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

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…

统计方法学 · 统计学 2023-04-03 Fangzhou Su , Wenlong Mou , Peng Ding , Martin J. Wainwright

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

统计方法学 · 统计学 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

统计方法学 · 统计学 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

A common goal in comparative effectiveness research is to estimate treatment effects on pre-specified subpopulations of patients. Though widely used in medical research, causal inference methods for such subgroup analysis remain…

The use of propensity score (PS) methods has become ubiquitous in causal inference. At the heart of these methods is the positivity assumption. Violation of the positivity assumption leads to the presence of extreme PS weights when…

统计方法学 · 统计学 2024-05-21 Yi Liu , Huiyue Li , Yunji Zhou , Roland Matsouaka

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

统计理论 · 数学 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

统计方法学 · 统计学 2019-10-29 Yixin Wang , José R. Zubizarreta
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