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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

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

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

统计方法学 · 统计学 2021-07-13 Moritz Marbach

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

统计方法学 · 统计学 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

统计方法学 · 统计学 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

统计方法学 · 统计学 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

统计方法学 · 统计学 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

计量经济学 · 经济学 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on…

机器学习 · 统计学 2026-02-16 Oscar Clivio , Avi Feller , Chris Holmes

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

机器学习 · 统计学 2019-03-04 Rajesh Ranganath , Adler Perotte

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

统计方法学 · 统计学 2022-03-02 Martin Cousineau , Vedat Verter , Susan A. Murphy , Joelle Pineau

Spurious association arises from covariance between propensity for the treatment and individual risk for the outcome. For sensitivity analysis with stochastic counterfactuals we introduce a methodology to characterize uncertainty in causal…

统计方法学 · 统计学 2021-03-11 Brian Knaeble , Braxton Osting , Placede Tshiaba

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

We study causal inference under case-control and case-population sampling. Specifically, we focus on the binary-outcome and binary-treatment case, where the parameters of interest are causal relative and attributable risks defined via the…

计量经济学 · 经济学 2023-10-24 Sung Jae Jun , Sokbae Lee

Propensity score (PS) methods have been increasingly used in recent years when assessing treatment effects in nonrandomized studies. In terms of statistical methods, a number of new PS weighting methods were developed, and it was shown that…

统计方法学 · 统计学 2022-12-20 Tim Filla , Holger Schwender , Oliver Kuß

The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…

统计方法学 · 统计学 2022-06-22 Chao Cheng , Fan Li , Laine Thomas , Fan Li

Causal decomposition analyses can help build the evidence base for interventions that address health disparities (inequities). They ask how disparities in outcomes may change under hypothetical intervention. Through study design and…

统计方法学 · 统计学 2020-09-17 John W. Jackson

The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor…

统计方法学 · 统计学 2024-04-23 Ambarish Chattopadhyay , Noah Greifer , Jose R. Zubizarreta

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

统计方法学 · 统计学 2022-07-19 Shu Yang , Peng Ding

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

计量经济学 · 经济学 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah