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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

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

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

统计方法学 · 统计学 2018-08-07 Heng Shu , Zhiqiang Tan

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

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

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,…

统计方法学 · 统计学 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

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

Estimating the mean counterfactual outcome under a treatment rule is a central problem in causal inference and policy evaluation. Standard estimators, including inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum…

统计方法学 · 统计学 2026-05-06 Yichen Xu , Mark J. van der Laan

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

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

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…

统计理论 · 数学 2022-11-01 Kuanhao Jiang , Rajarshi Mukherjee , Subhabrata Sen , Pragya Sur

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

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

统计方法学 · 统计学 2022-05-23 Steve Yadlowsky

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

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…

统计方法学 · 统计学 2021-07-13 Samir Khan , Johan Ugander

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

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 estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

机器学习 · 统计学 2024-11-21 Jeonghwan Lee , Cong Ma

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

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
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