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We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

统计方法学 · 统计学 2026-03-27 Licheng Liu

Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…

统计方法学 · 统计学 2017-10-25 Corwin M Zigler , Matthew Cefalu

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

应用统计 · 统计学 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…

统计方法学 · 统计学 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

Propensity score weighting is a tool for causal inference to adjust for measured confounders in observational studies. In practice, data often present complex structures, such as clustering, which make propensity score modeling and…

统计方法学 · 统计学 2017-03-20 Shu Yang

When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…

统计方法学 · 统计学 2025-08-11 Alec McClean , Iván Díaz

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

计量经济学 · 经济学 2022-01-11 Ruoxuan Xiong , Markus Pelger

In observational studies, the propensity score plays a central role in estimating causal effects of interest. The inverse probability weighting (IPW) estimator is commonly used for this purpose. However, if the propensity score model is…

统计方法学 · 统计学 2025-03-21 Shunichiro Orihara , Tomotaka Momozaki , Tomoyuki Nakagawa

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

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

统计方法学 · 统计学 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

Unmeasured confounding can severely bias causal effect estimates from spatiotemporal observational data, especially when the confounders do not vary smoothly in time and space. In this work, we develop a method for addressing unmeasured…

统计方法学 · 统计学 2026-04-29 Jiaxi Wu , Alexander Franks

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

计量经济学 · 经济学 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

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

In this paper, we propose a new approach to causal inference with panel data. Instead of using panel data to adjust for differences in the distribution of unobserved heterogeneity between the treated and comparison groups, we instead use…

计量经济学 · 经济学 2025-12-01 Brantly Callaway , Derek Dyal , Pedro H. C. Sant'Anna , Emmanuel S. Tsyawo

Causal inference typically assumes centralized access to individual-level data. Yet, in practice, data are often decentralized across multiple sites, making centralization infeasible due to privacy, logistical, or legal constraints. We…

统计方法学 · 统计学 2026-02-04 Rémi Khellaf , Aurélien Bellet , Julie Josse

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

统计方法学 · 统计学 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

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

Propensity score weighting is a tool for causal inference to adjust for measured confounders. Survey data are often collected under complex sampling designs such as multistage cluster sampling, which presents challenges for propensity score…

统计方法学 · 统计学 2016-07-27 Shu Yang

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

In this paper, we propose a propensity score adapted variable selection procedure to select covariates for inclusion in propensity score models, in order to eliminate confounding bias and improve statistical efficiency in observational…

统计方法学 · 统计学 2021-09-14 Kangjie Zhou , Jinzhu Jia
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