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相关论文: Doubly Robust Estimation of Local Average Treatmen…

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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

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

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

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

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

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

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

计量经济学 · 经济学 2023-01-18 Adam Baybutt , Manu Navjeevan

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

统计方法学 · 统计学 2023-04-18 Liangbo Lyu , Molei Liu

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

It is important to estimate the local average treatment effect (LATE) when compliance with a treatment assignment is incomplete. The previously proposed methods for LATE estimation required all relevant variables to be jointly observed in a…

机器学习 · 统计学 2022-03-22 Kazuhiko Shinoda , Takahiro Hoshino

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

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

统计方法学 · 统计学 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

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

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

统计方法学 · 统计学 2024-09-23 Roy S. Zawadzki , Daniel L. Gillen

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

The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

统计方法学 · 统计学 2024-09-16 Kazuharu Harada , Hironori Fujisawa

This paper presents an inference method for the local average treatment effect (LATE) in the presence of high-dimensional covariates, regardless of the strength of identification. We propose an orthogonalized Anderson-Rubin test statistic…

计量经济学 · 经济学 2025-11-11 Yukun Ma

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

统计方法学 · 统计学 2024-04-12 Yuhao Wang , Rajen D. Shah

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

统计方法学 · 统计学 2026-03-05 Yuhao Deng , Le Kang

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
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