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Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

统计方法学 · 统计学 2022-01-25 Wenfu Xu , Zhiqiang Tan

In this paper, I try to tame "Basu's elephants" (data with extreme selection on observables). I propose new practical large-sample and finite-sample methods for estimating and inferring heterogeneous causal effects (under unconfoundedness)…

计量经济学 · 经济学 2023-01-20 Ganesh Karapakula

We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

统计方法学 · 统计学 2024-04-12 Yuhao Wang , Rajen D. Shah

Researchers are often interested in estimating effects of generalized time-varying treatment strategies on the mean of an outcome at one or more selected follow-up times of interest. For example, the Medications and Weight Gain in PCORnet…

Observational data have been actively used to estimate treatment effect, driven by the growing availability of electronic health records (EHRs). However, EHRs typically consist of longitudinal records, often introducing time-dependent…

机器学习 · 计算机科学 2024-06-14 Junghwan Lee , Simin Ma , Nicoleta Serban , Shihao Yang

Inverse Distance Weighted models (IDW) have been widely used for predicting and modeling multidimensional space in multimodal industrial processes. However, the more complex the structure of multidimensional space, the lower the performance…

机器学习 · 计算机科学 2020-08-25 Junjie Zhang , Cong Zhang , Neal N. Xiong

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

In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models. We allow for individual specific (non-linear) functions and estimation with econometric or machine learning methods by using…

统计方法学 · 统计学 2020-01-06 Xi Chen , Ye Luo , Martin Spindler

Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…

人工智能 · 计算机科学 2025-01-22 Cheuk Hang Leung , Yiyan Huang , Yijun Li , Qi Wu

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

Estimating the effect of medical treatments on subject responses is one of the crucial problems in medical research. Matched-pairs designs are commonly implemented in the field of medical research to eliminate confounding and improve…

统计方法学 · 统计学 2017-11-08 Jun Wang , Wei Gao , Man-Lai Tang

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 inverse probability weighting (IPW) is broadly utilized to address missing data problems including causal inference but may suffer from large variances and biases due to propensity score model misspecification. To solve these problems,…

统计方法学 · 统计学 2020-08-05 Hiroto Katsumata

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

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

We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…

统计方法学 · 统计学 2025-02-06 Jun Lu , Xiaoyu Mao , Mengyao Li , Chenping Hou

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

计量经济学 · 经济学 2020-09-08 Yang Ning , Sida Peng , Jing Tao

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

统计方法学 · 统计学 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

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

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

统计方法学 · 统计学 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang
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