Pith. sign in

REVIEW 5 cited by

The Balancing Act in Causal Inference

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2110.14831 v1 pith:RHPHKWM3 submitted 2021-10-28 stat.ME

classification stat.ME
keywords propensityweightsbalanceinferenceinversecausaltreatmentbalancing
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

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 two broad approaches to estimating these weights: the more traditional one, which fits a propensity score model and then uses the reciprocal of the estimated propensity score to construct weights, and the balancing approach, which estimates the inverse propensity weights essentially by the method of moments, finding weights that achieve balance in the sample. We review ideas from the causal inference, sample surveys, and semiparametric estimation literatures, with particular attention to the role of balance as a sufficient condition for robust inference. We focus on the inverse propensity weighting and augmented inverse propensity weighting estimators for the average treatment effect given strong ignorability and consider generalizations for a broader class of problems including policy evaluation and the estimation of individualized treatment effects.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 5 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Treatment Effect Estimators as Weighted Outcomes

    econ.EM 2024-11 accept novelty 7.0 of 10

    A general framework derives exact outcome weights for double machine learning and generalized random forest estimators, showing that standard implementations are only scale-normalized rather than fully-normalized.

  2. Anytime-Valid Confirmation of Covariate Balance for Prespecified Corrections

    stat.ME 2026-07 conditional novelty 6.0 of 10

    An anytime-valid confidence-sequence procedure confirms when a prespecified covariate correction balances target moments within tolerance, with false-confirmation control preserved under finite-source moment uncertainty.

  3. Sensitivity of weighted least squares estimators to omitted variables

    stat.ME 2025-08 conditional novelty 6.0 of 10

    The bias of a weighted regression estimate due to an omitted confounder is exactly a function of two weighted partial R-squared values, yielding simple sensitivity statistics for IPW, matching, and balancing weights.

  4. RieszBoost: Gradient Boosting for Riesz Regression

    stat.ML 2025-01 conditional novelty 6.0 of 10

    RieszBoost uses gradient boosting with a data augmentation trick to estimate Riesz representers directly from the Riesz loss, matching or improving on indirect plug-in estimators in simulations.

  5. Mixing Samples to Address Weak Overlap in Causal Inference

    stat.ME 2024-11 conditional novelty 5.0 of 10

    Mixing treated and control samples to shrink propensity scores yields a weighting estimator that reduces finite-sample variance for ATT estimation without changing the estimand, at the cost of a tuning parameter delta.

Pith tools