English
Related papers

Related papers: A Note on Doubly Robust Estimator in Regression Di…

200 papers

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

Methodology · Statistics 2015-02-12 George Karabatsos , Stephen G. Walker

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

In non-experimental settings, the Regression Discontinuity (RD) design is one of the most credible identification strategies for program evaluation and causal inference. However, RD treatment effect estimands are necessarily local, making…

Econometrics · Economics 2020-04-02 Matias D. Cattaneo , Luke Keele , Rocio Titiunik , Gonzalo Vazquez-Bare

In precision medicine, Dynamic Treatment Regimes (DTRs) are treatment protocols that adapt over time in response to a patient's observed characteristics. A DTR is a set of decision functions that takes an individual patient's information as…

Methodology · Statistics 2022-03-17 Cong Jiang , Michael Wallace , Mary Thompson

In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…

Machine Learning · Computer Science 2023-08-25 Haoxuan Li , Chunyuan Zheng , Peng Wu

We consider the estimation of the average treatment effect in the treated as a function of baseline covariates, where there is a valid (conditional) instrument. We describe two doubly robust (DR) estimators: a locally efficient g-estimator,…

Methodology · Statistics 2019-06-11 Karla DiazOrdaz , Rhian Daniel , Noemi Kreif

This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…

Statistics Theory · Mathematics 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

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

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

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

In Regression Discontinuity (RD) design, self-selection leads to different distributions of covariates on two sides of the policy intervention, which essentially violates the continuity of potential outcome assumption. The standard RD…

Methodology · Statistics 2019-11-22 Sida Peng , Yang Ning

The Regression Discontinuity (RD) design is a widely used non-experimental method for causal inference and program evaluation. While its canonical formulation only requires a score and an outcome variable, it is common in empirical work to…

Methodology · Statistics 2022-08-25 Matias D. Cattaneo , Luke Keele , Rocio Titiunik

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

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

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

Econometrics · Economics 2022-05-06 Alexander Kreiß , Christoph Rothe

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

Regression discontinuity (RD) designs with multiple running variables arise in a growing number of empirical applications, including geographic boundaries and multi-score assignment rules. Although recent methodological work has extended…

Econometrics · Economics 2026-02-04 Artem Samiahulin

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

Regression discontinuity design (RDD) is widely adopted for causal inference under intervention determined by a continuous variable. While one is interested in treatment effect heterogeneity by subgroups in many applications, RDD typically…

Methodology · Statistics 2024-11-11 Shonosuke Sugasawa , Takuya Ishihara , Daisuke Kurisu