DEPARTMENT OF BIOSTATISTICS AND BIOINFORMATICS SEMINAR
 

Weighting Beyond Horvitz-Thompson in Causal Inference
 
Presented By

Fan Li, Ph.D.

Department of Statistical Science

Duke University

 
Abstract:
Covariate balance is crucial for an unconfounded descriptive or causal comparison. However, lack of balance is common in observational studies. This article focuses on weighting strategies for balancing covariates. We define a general class of weights---the balancing weights---that balance the weighted distributions of the covariates between treatment groups.  These weights are closely related to the propensity score, and are flexible enough to accommodate different target populations.  This framework unifies existing weighting methods, and includes commonly used weights such as the inverse-probability weights as special cases. General large-sample results on nonparametric estimation based on these weights are derived.

We further propose a new type of weights, the overlap weights, in which each unit is weighted proportional to the probability of that unit being assigned to the opposite group. The overlap weights correspond to the (hypothetical) subpopulation with the optimal overlap in covariates between groups, and offers an operational advantage of avoiding explosion of weights near the boundary. We show that the overlap weights minimize the asymptotic variances of the weighted average treatment effect among the class of balancing weights, and also possess a desirable small-sample exact balance property. Simulated and real examples are presented to illustrate the method and compare with the existing approaches.
 
Thursday, February 19, 2015
12:00 p.m. - 1:00 pm

Rollins School of Public Health

Claudia Nance Rollins Building, Room 1000



Parking available in the Michael Street Visitor parking deck (behind Wayne Rollins Research Building...2nd deck entrance) or at the 1525 Clifton Road Visitor pay parking deck (building directly across the street from Grace Crum Rollins Building). Please visit our webpage at:  http://www.sph.emory.edu/departments_centers/bios/index.html
Questions:  rwaggon@emory.edu



Return to Biostatistics and Bioinformatics Seminars