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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),…

统计方法学 · 统计学 2023-12-14 Shunichiro Orihara

Interference occurs when the treatment (or exposure) of one individual affects the outcomes of others. In some settings it may be reasonable to assume individuals can be partitioned into clusters such that there is no interference between…

统计方法学 · 统计学 2018-06-21 Lan Liu , Michael G. Hudgens , Bradley Saul , John D. Clemens , Mohammad Ali , Michael E. Emch

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 doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

统计方法学 · 统计学 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

In the analysis of observational studies, inverse probability weighting (IPW) is commonly used to consistently estimate the average treatment effect (ATE) or the average treatment effect in the treated (ATT). The variance of the IPW ATE…

统计方法学 · 统计学 2020-11-25 Sarah A. Reifeis , Michael G. Hudgens

In the causal inference literature an estimator belonging to a class of semi-parametric estimators is called robust if it has desirable properties under the assumption that at least one of the working models is correctly specified. In this…

统计理论 · 数学 2018-06-26 Ingeborg Waernbaum , Laura Pazzagli

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

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…

统计方法学 · 统计学 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…

统计方法学 · 统计学 2023-01-27 Eunah Cho , Shu Yang

Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…

统计方法学 · 统计学 2025-03-21 Linying Yang , Robin J. Evans

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

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

The weighted average treatment effect (WATE) defines a versatile class of causal estimands for populations characterized by propensity score weights, including the average treatment effect (ATE), treatment effect on the treated (ATT), on…

统计方法学 · 统计学 2025-09-23 Yiming Wang , Yi Liu , Shu Yang

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

计量经济学 · 经济学 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

统计方法学 · 统计学 2022-01-25 Wenfu Xu , Zhiqiang Tan

How to deal with missing data in observational studies is a common concern for causal inference. When the covariates are missing at random (MAR), multiple approaches have been provided to help solve the issue. However, if the exposure is…

统计方法学 · 统计学 2024-06-14 Yuliang Shi , Yeying Zhu , Joel A. Dubin

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively…

统计方法学 · 统计学 2020-10-13 Ting Ye , Jun Shao , Hyunseung Kang

While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…

统计方法学 · 统计学 2024-02-13 Zhiqiang Cao , Lama Ghazi , Claudia Mastrogiacomo , Laura Forastiere , F. Perry Wilson , Fan Li

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

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…

统计方法学 · 统计学 2021-11-29 Yukun Liu , Yan Fan
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