Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On variance of the treatment effect in the treated using inverse
  probability weighting   In the analysis of observational studies, inverse probability weighting (IPW)
is commonly used to consistently estimate the average treatment effect (ATE) or
the average treatment effect in the treated (ATT). The variance of the IPW ATE
estimator is often estimated by assuming the weights are known and then using
the so-called "robust" (Huber-White) sandwich estimator, which results in
conservative standard error (SE) estimation. Here it is shown that using such
an approach when estimating the variance of the IPW ATT estimator does not
necessarily result in conservative SE estimates. That is, assuming the weights
are known, the robust sandwich estimator may be conservative or
anti-conservative. Thus confidence intervals of the ATT using the robust SE
estimate will not be valid in general. Instead, stacked estimating equations
which account for the weight estimation can be used to compute a consistent,
closed-form variance estimator for the IPW ATT estimator. The two variance
estimators are compared via simulation studies and in a data analysis of the
effect of smoking on gene expression.

25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
30
The categories of this paper are: q-alg
19
The categories of this paper are: eess
5
The categories of this paper are: gr-qc
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat
13
The categories of this paper are: quant-ph