Abstract:Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference. It attributes randomness solely to the design mechanism, such as treatment assignment, survey sampling, or missingness, without imposing super-population distributional or modeling assumptions on the outcome data. From the seminal work of Fisher and Neyman to its recent resurgence, design-based inference has played a central role in causal inference, survey sampling, and missing data analysis. However, its use in many modern applications has been limited by a fundamental obstacle: existing design-based inference theory typically assumes that propensity scores (i.e., design probabilities) are known, whereas they are usually unknown in observational studies, real-world surveys, and missing data problems. We propose propensity score propagation, a general framework for valid design-based inference with unknown propensity scores. The framework uses a regeneration-and-union procedure to propagate uncertainty from propensity score estimation into downstream design-based inference, without introducing super-population assumptions about the outcomes. It accommodates both parametric and nonparametric propensity score settings, integrates seamlessly with existing design-based methods developed for known propensity scores, and applies broadly across design-based problems. Theoretical and simulation results show that the proposed framework achieves nominal coverage, even when existing approaches exhibit substantial under-coverage.
From: Siyu Heng [view email]
[v1]
Mon, 19 Jan 2026 15:32:09 UTC (77 KB)
[v2]
Thu, 16 Apr 2026 04:25:43 UTC (1,215 KB)
[v3]
Thu, 4 Jun 2026 03:17:28 UTC (1,212 KB)
[v4]
Thu, 2 Jul 2026 03:00:24 UTC (1,841 KB)
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