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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

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

The research in this paper gives a systematic investigation on the asymptotic behaviours of four inverse probability weighting (IPW)-based estimators for conditional average treatment effect, with nonparametrically, semiparametrically,…

统计理论 · 数学 2020-09-24 Niwen Zhou , Lixing Zhu

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

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

统计方法学 · 统计学 2018-08-07 Zhulin He

Confounding control is crucial and yet challenging for causal inference based on observational studies. Under the typical unconfoundness assumption, augmented inverse probability weighting (AIPW) has been popular for estimating the average…

统计方法学 · 统计学 2023-01-27 Eunah Cho , Shu Yang

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

Nonparametric estimators, such as the augmented inverse probability weighted (AIPW) estimator, have become increasingly popular in causal inference. Numerous nonparametric estimators have been proposed, but they are all asymptotically…

统计理论 · 数学 2026-02-17 Hongxiang Qiu

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

统计方法学 · 统计学 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

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

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

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

The gold standard for causal model evaluation involves comparing model predictions with true effects estimated from randomized controlled trials (RCT). However, RCTs are not always feasible or ethical to perform. In contrast, conditionally…

机器学习 · 计算机科学 2023-11-06 Chao Ma , Cheng Zhang

Inverse probability of treatment weighting (IPW) has been well applied in causal inference to estimate population-level estimands from observational studies. For time-to-event outcomes, the failure time distribution can be estimated by…

统计方法学 · 统计学 2025-05-13 Yuhao Deng , Rui Wang

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one…

统计方法学 · 统计学 2024-03-15 Bénédicte Colnet , Julie Josse , Gaël Varoquaux , Erwan Scornet

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

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

计量经济学 · 经济学 2019-05-28 Xinwei Ma , Jingshen Wang

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

统计方法学 · 统计学 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and H\'ajek/self-normalized estimators, which normalize by the sum…

统计方法学 · 统计学 2021-07-13 Samir Khan , Johan Ugander
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