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相关论文: Heavy Tail Robust Estimation and Inference for Ave…

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We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

统计方法学 · 统计学 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

统计方法学 · 统计学 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

应用统计 · 统计学 2019-05-23 Jason , Wang , Pauline Burke

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV…

统计方法学 · 统计学 2016-08-30 Lan Liu , Wang Miao , Baoluo Sun , James Robins , Eric Tchetgen Tchetgen

Weighting and trimming are popular methods for addressing positivity violations in causal inference. While well-studied with single-timepoint data, standard methods do not easily generalize to address non-baseline positivity violations in…

统计方法学 · 统计学 2025-06-12 Alec McClean , Alexander W. Levis , Nicholas Williams , Ivan Diaz

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

Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal…

In this paper, we focus on estimating the average treatment effect (ATE) of a target population when individual-level data from a source population and summary-level data (e.g., first or second moments of certain covariates) from the target…

统计方法学 · 统计学 2023-01-18 Rui Chen , Guanhua Chen , Menggang Yu

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

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…

Violations of the positivity assumption can render conventional causal estimands unidentifiable, including the average treatment effect (ATE), the average treatment effect on the treated (ATT), and the average treatment effect on the…

统计方法学 · 统计学 2025-11-14 Yi Liu , Yuan Wang , Ying Gao , Tonia Poteat , Roland A. Matsouaka

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

The weighted average treatment effect (WATE) defines a versatile class of causal estimands for populations characterized by propensity score weights, including the average treatment effect (ATE), treatment effect on the treated (ATT), on…

统计方法学 · 统计学 2025-09-23 Yiming Wang , Yi Liu , Shu Yang

In propensity score weighted analysis, robust variance that does not account for weight estimation is commonly used. In propensity score weighted Cox models (CoxPSW), the robust variance is known to be conservative when weights for the…

统计方法学 · 统计学 2026-04-17 Hiroya Morita , Shunichiro Orihara , Fumitaka Shimizu , Masataka Taguri

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

机器学习 · 计算机科学 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

Two-phase sampling is a simple and cost-effective estimation strategy in survey sampling and is widely used in practice. Because the phase-2 sampling probability typically depends on low-cost variables collected at phase 1, naive estimation…

统计方法学 · 统计学 2025-11-11 Kazuharu Harada , Masataka Taguri

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

统计方法学 · 统计学 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

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

Dynamic Treatment Regimes (DTRs) provide a systematic framework for optimizing sequential decision-making in chronic disease management, where therapies must adapt to patients' evolving clinical profiles. Inverse probability weighting (IPW)…

统计方法学 · 统计学 2026-03-26 Chloe Si , David A. Stephens , Erica E. M. Moodie

Randomized controlled trials (RCTs) provide strong internal validity compared with observational studies. However, selection bias threatens the external validity of randomized trials. Thus, RCT results may not apply to either broad public…

统计方法学 · 统计学 2017-04-26 Ziyue Chen , Eloise Kaizar