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相关论文: Improved Estimation of Average Treatment Effects o…

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We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

机器学习 · 统计学 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse…

计量经济学 · 经济学 2025-09-23 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

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,…

统计理论 · 数学 2020-09-24 Niwen Zhou , Lixing Zhu

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

机器学习 · 统计学 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

计量经济学 · 经济学 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

统计方法学 · 统计学 2018-04-17 Yebin Tao , Haoda Fu

We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data-driven variable selection is needed to select relevant covariates from a moderately large number of available covariates…

统计方法学 · 统计学 2020-10-27 David Cheng , Abhishek Chakrabortty , Ashwin N. Ananthakrishnan , Tianxi Cai

In this paper, we consider estimation of average treatment effect on the treated (ATT), an interpretable and relevant causal estimand to policy makers when treatment assignment is endogenous. By considering shadow variables that are…

统计方法学 · 统计学 2026-04-21 Trinetri Ghosh , Jiawei Shan , Menggang Yu , Jiwei Zhao

We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…

统计理论 · 数学 2026-05-12 Saikat Sengupta , Koulik Khamaru , Suvrojit Ghosh , Tirthankar Dasgupta

Causal inference methods for treatment effect estimation usually assume independent units. However, this assumption is often questionable because units may interact, resulting in spillover effects between them. We develop augmented inverse…

统计方法学 · 统计学 2025-04-08 Corinne Emmenegger , Meta-Lina Spohn , Timon Elmer , Peter Bühlmann

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

统计方法学 · 统计学 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

统计方法学 · 统计学 2025-09-03 Xintao Xia , Yumou Qiu

We consider the problem of estimating the average treatment effect (ATE) in a semi-supervised learning setting, where a very small proportion of the entire set of observations are labeled with the true outcome but features predictive of the…

统计方法学 · 统计学 2020-10-27 David Cheng , Ashwin Ananthakrishnan , Tianxi Cai

We study the problem of constructing an estimator of the average treatment effect (ATE) with observational data. The celebrated doubly-robust, augmented-IPW (AIPW) estimator generally requires consistent estimation of both nuisance…

统计方法学 · 统计学 2024-12-13 Matteo Bonvini , Edward H. Kennedy , Oliver Dukes , Sivaraman Balakrishnan

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

统计方法学 · 统计学 2025-11-11 Kazuharu Harada , Masataka Taguri

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

统计方法学 · 统计学 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

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…

统计方法学 · 统计学 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang

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…

统计方法学 · 统计学 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang

We study the probability tail properties of Inverse Probability Weighting (IPW) estimators of the Average Treatment Effect (ATE) when there is limited overlap between the covariate distributions of the treatment and control groups. Under…

统计方法学 · 统计学 2024-12-12 Jonathan B. Hill , Saraswata Chaudhuri

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

统计方法学 · 统计学 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi
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