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The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

Doubly robust estimators have gained widespread popularity in various fields due to their ability to provide unbiased estimates under model misspecification. However, the asymptotic theory for doubly robust estimators with continuous-time…

Statistics Theory · Mathematics 2024-04-23 Andrew Ying

Missing outcome data is one of the principal threats to the validity of treatment effect estimates from randomized trials. The outcome distributions of participants with missing and observed data are often different, which increases the…

Methodology · Statistics 2017-04-06 Iván Díaz , Mark J. van der Laan

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Doubly robust estimators are widely used for estimating average treatment effects and other linear summaries of regression functions. While consistency requires only one of two nuisance functions to be estimated consistently, asymptotic…

Methodology · Statistics 2025-07-01 Lars van der Laan , Alex Luedtke , Marco Carone

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

Methodology · Statistics 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

Doubly robust estimators have gained popularity in the field of causal inference due to their ability to provide consistent point estimates when either an outcome or exposure model is correctly specified. However, for nonrandomized…

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

We consider the problem of estimating the finite population mean $\bar{Y}$ of an outcome variable $Y$ using data from a nonprobability sample and auxiliary information from a probability sample. Existing double robust (DR) estimators of…

Methodology · Statistics 2025-10-30 Shaun Seaman

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators…

Methodology · Statistics 2019-01-29 Zhiqiang Tan

Estimators of doubly robust functionals typically rely on estimating two complex nuisance functions, such as the propensity score and conditional outcome mean for the average treatment effect functional. We consider the problem of how to…

Statistics Theory · Mathematics 2026-03-10 Sean McGrath , Rajarshi Mukherjee

Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit.…

Machine Learning · Statistics 2024-09-10 R. Teal Witter , Christopher Musco

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of…

Statistics Theory · Mathematics 2019-06-07 Ezequiel Smucler , Andrea Rotnitzky , James M. Robins

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Methodology · Statistics 2025-11-13 Kosuke Morikawa , Kenji Beppu , Wataru Aida

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

Methodology · Statistics 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder
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