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Individual treatment effect (ITE) estimation is to evaluate the causal effects of treatment strategies on some important outcomes, which is a crucial problem in healthcare. Most existing ITE estimation methods are designed for centralized…

机器学习 · 计算机科学 2025-03-10 Changchang Yin , Hong-You Chen , Wei-Lun Chao , Ping Zhang

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus…

统计方法学 · 统计学 2025-04-15 Jyotishka Datta , Nicholas Polson

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…

统计方法学 · 统计学 2025-04-11 Lars van der Laan , Ziming Lin , Marco Carone , Alex Luedtke

A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…

统计方法学 · 统计学 2025-07-15 Tianyu Zhan , Jane Zhang , Lei Shu , Yihua Gu

This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be…

计量经济学 · 经济学 2025-10-14 Mingqian Guan , Komei Fujita , Naoya Sueishi , Shota Yasui

Inverse probability of treatment weighting (IPTW), which has been used to estimate sample average treatment effects (SATE) using observational data, tenuously relies on the positivity assumption and the correct specification of the…

统计方法学 · 统计学 2019-05-23 Nathan Kallus , Brenton Pennicooke , Michele Santacatterina

Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…

统计方法学 · 统计学 2022-04-25 David Källberg , Ingeborg Waernbaum

Studies intended to estimate the effect of a treatment, like randomized trials, may not be sampled from the desired target population. To correct for this discrepancy, estimates can be transported to the target population. Methods for…

Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

统计方法学 · 统计学 2026-03-31 Mst Moushumi Pervin , Hengfang Wang , Jae Kwang Kim

A sample covariance matrix $\boldsymbol{S}$ of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covariance/precision matrix estimation, principal component analysis,…

统计方法学 · 统计学 2021-04-20 Seongoh Park , Xinlei Wang , Johan Lim

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

The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…

统计方法学 · 统计学 2011-05-17 Liang Li

Propensity score weighting is an important tool for comparative effectiveness research.Besides the inverse probability of treatment weights (IPW), recent development has introduced a general class of balancing weights, corresponding to…

统计方法学 · 统计学 2022-09-05 Tianhui Zhou , Guangyu Tong , Fan Li , Laine E. Thomas , Fan Li

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

统计方法学 · 统计学 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

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

Weighted estimators are commonly used for estimating exposure effects in observational settings to establish causal relations. These estimators have a long history of development when the exposure of interest is binary and where the weights…

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

机器学习 · 统计学 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim

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

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

When the distribution of treatment effect modifiers differs between the trial sample and target population, inverse probability weighting (IPSW) can be applied to achieve an unbiased estimate of the population average treatment effect in…

应用统计 · 统计学 2022-03-04 Albee Y. Ling , Maria E. Montez-Rath , Kris Kapphahn , Manisha Desai