Cited by 369Advanced Causal Inference TechniquesStatistical Methods and InferenceStatistical Methods and Bayesian Inference

Stable weights that balance covariates for estimation with incomplete outcome data

Zubizarreta, José R.·2015·Journal of the American Statistical Association

Abstract

Weighting methods that adjust for observed covariates, such as inverse probability weighting, are widely used for causal inference and estimation with incomplete outcome data. Part of the appeal of such methods is that one set of weights can be used to estimate a range of treatment effects based on different outcomes, or a variety of population means for several variables. However, this appeal can be diminished in practice by the instability of the estimated weights and by the difficulty of adequately adjusting for observed covariates in some settings. To address these limitations, this article presents a new weighting method that finds the weights of minimum variance that adjust or balance the empirical distribution of the observed covariates up to levels prespecified by the researcher. This method allows the researcher to balance very precisely the means of the observed covariates and other features of their marginal and joint distributions, such as variances and correlations and also, for example, the quantiles of interactions of pairs and triples of observed covariates, thus, balancing entire two- and three-way marginals. Since the weighting method is based on a well-defined convex optimization problem, duality theory provides insight into the behavior of the variance of the optimal weights in relation to the level of covariate balance adjustment, answering the question, how much does tightening a balance constraint increases the variance of the weights? Also, the weighting method runs in polynomial time so relatively large datasets can be handled quickly. An implementation of the method is provided in the new package sbw for R. This article shows some theoretical properties of the resulting weights and illustrates their use by analyzing both a dataset from the 2010 Chilean earthquake and a simulated example.

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Crossref · 10.1080/01621459.2015.1023805

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  • Modern statistical methods applied to large electronic health record databases to adjust for baseline differences in patients across types of treatment can be used to estimate aggregate treatment effects.

    “modern statistical methods applied to large electronic health record databases to adjust for (“balance”) baseline differences in patients across types of treatment can be used to estimate aggregate treatment effects (131, 132).”

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Research works printed but not linked: 2

  1. Elliott M.R., 2008, Journal of Official Statistics, 24, 517
  2. Rao J. N.K., 2009, Pakistan Journal of Statistics, 25, 371

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Authors
Zubizarreta, J. R.
Affiliations
Columbia University (US)
Corresponding author
Zubizarreta, José R.
Venue
Journal of the American Statistical Association
Published
2015-07-03
Volume
110
Issue
511
Pages
910-922
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2120817734
Cited by
369
References
54
Citations by year
2026: 21 · 2025: 53 · 2024: 31 · 2023: 47 · 2022: 41 · 2021: 52 · 2020: 44 · 2019: 31 · 2018: 23 · 2017: 18 · 2016: 8
FWCI
14.99
Type
journal article
Language
en
Open access
closed
Locations
  • Journal of the American Statistical Association (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
covariate balance, inverse probability weighting, convex optimization, duality theory, treatment effect estimation, causal inference

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