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Inverse propensity weighting

As explained in Causal Inference for Data Science

Inverse probability weighting estimates causal effects by weighting observations by the inverse probability of receiving their observed treatment.

Inverse propensity weighting estimates an average treatment effect by reweighting each observation according to the inverse probability of receiving its observed treatment. It turns propensity scores into a way to calculate causal effects rather than merely describe treatment assignment. section 5.3.4

The method connects propensity scores to the adjustment formula: patients with their treatment probabilities represented by scores can support an unbiased causal-effect estimate when relevant confounders are not missing. section 5.3.4

Use it with these conditions and distinctions:

  • Check the positivity assumption before using the calculated scores. section 5.3.4
  • Treat the method as an alternative relationship between propensity scores and the adjustment formula, alongside other numerical implementations. section 5.3.4
  • Recognize that unbiasedness still depends on not omitting relevant confounders. section 5.3.4
Table 5.2 Available data with propensity scores calculated
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Inspect patient-level treatment, outcome, confounder, and propensity-score data before applying the weighting approach. section 5.3.4

How Causal Inference for Data Science covers it

How deep it goes
Connects weighting to the adjustment formula and mentions implementations, while deferring the full derivation as optional.
Examples
Uses patient-level treatment, outcome, confounder, and propensity-score tables.
What it assumes
Assumes propensity scores, positivity, and relevant-confounder measurement before weighting.
What you can do after
Apply propensity scores to estimate average treatment effects from observational patient data.
How it connects
Connects inverse propensity weighting to propensity scores, the adjustment formula, positivity, and confounding.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Causal Inference for Data Science. The section links point to the parts of the book it draws on.