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Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are…

统计方法学 · 统计学 2020-11-04 Yunji Zhou , Roland A. Matsouaka , Laine Thomas

Inverse probability weights are commonly used in epidemiology to estimate causal effects in observational studies. Researchers can typically focus on either the average treatment effect or the average treatment effect on the treated with…

统计方法学 · 统计学 2022-10-05 Eli Ben-Michael , Luke Keele

In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These…

统计方法学 · 统计学 2022-10-26 Roland A. Matsouaka , Yunji Zhou

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

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

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

In observational studies, the assumption of sufficient overlap (positivity) is fundamental for the identification and estimation of causal effects. Failing to account for this assumption yields inaccurate and potentially infeasible…

统计方法学 · 统计学 2025-04-07 Jaehyuk Jang , Suehyun Kim , Kwonsang Lee

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

We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting…

统计理论 · 数学 2026-02-24 Marco Avella-Medina , Richard Davis , Gennady Samorodnitsky

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

The growing availability of large health databases has expanded the use of observational studies for comparative effectiveness research. Unlike randomized trials, observational studies must adjust for systematic differences in patient…

统计方法学 · 统计学 2026-01-21 Haidong Lu , Fan Li , Laine E. Thomas , Fan Li

Chance imbalance in baseline characteristics is common in randomized clinical trials. Regression adjustment such as the analysis of covariance (ANCOVA) is often used to account for imbalance and increase precision of the treatment effect…

统计方法学 · 统计学 2020-08-14 Shuxi Zeng , Fan Li , Rui Wang , 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

Clinical study populations often differ meaningfully from the broader populations to which results are intended to generalize. Weighting methods such as inverse probability of sampling weights (IPSW) reweight study participants to resemble…

统计方法学 · 统计学 2025-12-02 William Stewart , Carly L. Brantner , Elizabeth A. Stuart , Laine Thomas

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

Recurrent events are common and important clinical trial endpoints in many disease areas, e.g., cardiovascular hospitalizations in heart failure, relapses in multiple sclerosis, or exacerbations in asthma. During a trial, patients may…

统计方法学 · 统计学 2026-04-08 Jiren Sun , Tobias Mutze , Richard Cook , Tianmeng Lyu

The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…

应用统计 · 统计学 2021-05-05 Marie-Astrid Metten , Nathalie Costet , J. -F. Viel , Guillaume Chauvet

Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

统计理论 · 数学 2023-08-04 Jacob Dorn , Kevin Guo

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
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