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In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized…

统计方法学 · 统计学 2018-12-21 Yang Ning , Sida Peng , Kosuke Imai

In observational studies, weighting methods that directly optimize the balance between treatment and covariates have received much attention lately; however these have mainly focused on binary treatments. Inspired by domain adaptation, we…

统计理论 · 数学 2020-02-27 Guillaume Martinet

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…

Inverse probability of treatment weighting (IPTW) is a popular propensity score (PS)-based approach to estimate causal effects in observational studies at risk of confounding bias. A major issue when estimating the PS is the presence of…

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

统计方法学 · 统计学 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

统计方法学 · 统计学 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

计量经济学 · 经济学 2020-07-17 Yuya Sasaki , Takuya Ura

Dynamic treatment regimes or policies are a sequence of decision functions over multiple stages that are tailored to individual features. One important class of treatment policies in practice, namely multi-stage stationary treatment…

机器学习 · 统计学 2025-01-09 Daiqi Gao , Yufeng Liu , Donglin Zeng

Applied work often studies the effect of a binary variable ("treatment") using linear models with additive effects. I study the interpretation of the OLS estimands in such models when treatment effects are heterogeneous. I show that the…

计量经济学 · 经济学 2020-05-21 Tymon Słoczyński

A population-based study of a quantitative trait, e.g. Blood Pressure(BP) may be seriously compromised when the trait is subject to the effects of a treatment. Without appropriate corrections this can lead to considerable reduction of…

应用统计 · 统计学 2013-06-03 Saurabh Ghosh , Subhabrata Majumdar

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-by-measure updating of such a set of measures upon acquiring new information is well-known to suffer…

计算机科学与博弈论 · 计算机科学 2016-11-04 Joseph Y. Halpern , Samantha Leung

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

机器学习 · 计算机科学 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

Estimating the individual treatment effect (ITE) from observational data is meaningful and practical in healthcare. Existing work mainly relies on the strong ignorability assumption that no hidden confounders exist, which may lead to bias…

统计方法学 · 统计学 2020-12-16 Ruoqi Liu , Changchang Yin , Ping Zhang

Missing data is a systemic problem in practical scenarios that causes noise and bias when estimating treatment effects. This makes treatment effect estimation from data with missingness a particularly tricky endeavour. A key reason for this…

机器学习 · 统计学 2023-02-27 Jeroen Berrevoets , Fergus Imrie , Trent Kyono , James Jordon , Mihaela van der Schaar

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

In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

统计方法学 · 统计学 2019-04-30 Pier Luigi Conti , Livia De Giovanni

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

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

The propensity score is a common tool for estimating the causal effect of a binary treatment in observational data. In this setting, matching, subclassification, imputation, or inverse probability weighting on the propensity score can…

统计方法学 · 统计学 2018-01-03 Michael J Lopez , Roee Gutman

The sequential treatment decisions made by physicians to treat chronic diseases are formalized in the statistical literature as dynamic treatment regimes. To date, methods for dynamic treatment regimes have been developed under the…

统计方法学 · 统计学 2022-02-22 Janie Coulombe , Erica E. M. Moodie , Susan M. Shortreed , Christel Renoux