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When assessing the causal effect of a binary exposure using observational data, confounder imbalance across exposure arms must be addressed. Matching methods, including propensity score-based matching, can be used to deconfound the causal…

统计方法学 · 统计学 2024-10-01 Ernesto Ulloa-Pérez , Marco Carone , Alex Luedtke

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

统计理论 · 数学 2020-06-01 Keli Guo , Chuyun Ye , Jun Fan , Lixing Zhu

Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…

统计方法学 · 统计学 2024-12-24 Tongrong Wang , Honghe Zhao , Shu Yang , Shuhan Tang , Zhanglin Cui , Li Li , Douglas E. Faries

The paper shows that matching without replacement on propensity scores produces estimators that generally are inconsistent for the average treatment effect of the treated. To achieve consistency, practitioners must either assume that no…

计量经济学 · 经济学 2021-06-21 Fredrik Sävje

Nearest neighbor (NN) matching as a tool to align data sampled from different groups is both conceptually natural and practically well-used. In a landmark paper, Abadie and Imbens (2006) provided the first large-sample analysis of NN…

统计理论 · 数学 2021-12-28 Zhexiao Lin , Peng Ding , Fang Han

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

To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

统计方法学 · 统计学 2017-02-03 Wei Luo , Yeying Zhu

When a strict subset of covariates are given, we propose conditional quantile treatment effect to capture the heterogeneity of treatment effects via the quantile sheet that is the function of the given covariates and quantile. We focus on…

统计理论 · 数学 2020-09-23 Niwen Zhou , Xu Guo , Lixing Zhu

We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumption of monotonicity in the propensity score function, a…

计量经济学 · 经济学 2025-01-27 Mengshan Xu , Taisuke Otsu

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

计量经济学 · 经济学 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

Observational cohort studies with oversampled exposed subjects are typically implemented to understand the causal effect of a rare exposure. Because the distribution of exposed subjects in the sample differs from the source population,…

统计方法学 · 统计学 2019-02-14 Sherri Rose

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators,…

统计方法学 · 统计学 2024-11-12 Rom Gutman , Ehud Karavani , Yishai Shimoni

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

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

统计方法学 · 统计学 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…

统计方法学 · 统计学 2024-06-06 Shachi Deshpande , Volodymyr Kuleshov

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on…

统计方法学 · 统计学 2022-06-29 Nima S. Hejazi , David Benkeser , Iván Díaz , Mark J. van der Laan

We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by…

计量经济学 · 经济学 2025-01-16 Difang Huang , Jiti Gao , Tatsushi Oka

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

统计方法学 · 统计学 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

Propensity score matching is a common tool for adjusting for observed confounding in observational studies, but is known to have limitations in the presence of unmeasured confounding. In many settings, researchers are confronted with…

统计方法学 · 统计学 2017-12-08 Georgia Papadogeorgou , Christine Choirat , Corwin Zigler

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
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