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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

Background: Inverse probability of treatment weighting (IPTW) is used for confounding adjustment in observational studies. Newer weighting methods include energy balancing (EB), kernel optimal matching (KOM), and tailored-loss covariate…

统计方法学 · 统计学 2026-01-15 Etienne Peyrot , Raphaël Porcher , Francois Petit

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

机器学习 · 统计学 2025-11-21 Akira Tanimoto

Bias in causal comparisons has a direct correspondence with distributional imbalance of covariates between treatment groups. Weighting strategies such as inverse propensity score weighting attempt to mitigate bias by either modeling the…

统计方法学 · 统计学 2022-03-14 Jared D. Huling , Simon Mak

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity…

统计方法学 · 统计学 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

统计方法学 · 统计学 2016-09-30 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

Covariate balance is crucial for unconfounded descriptive or causal comparisons. However, lack of balance is common in observational studies. This article considers weighting strategies for balancing covariates. We define a general class of…

统计方法学 · 统计学 2016-11-17 Fan Li , Kari Lock Morgan , Alan M. Zaslavsky

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…

统计方法学 · 统计学 2025-12-23 Simion De , Jared D. Huling

In estimating the average treatment effect in observational studies, the influence of confounders should be appropriately addressed. To this end, the propensity score is widely used. If the propensity scores are known for all the subjects,…

统计方法学 · 统计学 2023-12-08 Chengyao Tang , Yi Zhou , Ao Huang , Satoshi Hattori

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

Chance imbalance in baseline characteristics is common in randomized clinical trials. Regression adjustment such as the analysis of covariance (ANCOVA) is often used to account for imbalance and increase precision of the treatment effect…

统计方法学 · 统计学 2020-08-14 Shuxi Zeng , Fan Li , Rui Wang , Fan Li

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

Estimating individualized treatment effects from observational data is a central challenge in causal inference, largely due to covariate imbalance and confounding bias from non-randomized treatment assignment. While inverse probability…

机器学习 · 计算机科学 2025-05-19 Xinran Song , Tianyu Chen , Mingyuan Zhou

Randomized controlled trials are the gold standard for measuring causal effects. However, they are often not always feasible, and causal treatment effects must be estimated from observational data. Observational studies do not allow robust…

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss…

统计方法学 · 统计学 2021-10-29 Eli Ben-Michael , Avi Feller , David A. Hirshberg , José R. Zubizarreta

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

统计方法学 · 统计学 2025-12-03 Ruoqi Yu , Peng Ding

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

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

Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…

统计方法学 · 统计学 2019-11-19 Haodi Liang , Cecilia Cotton

Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the…

统计方法学 · 统计学 2019-07-10 Fan Li , Fan Li
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