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It is of particular interests in many application fields to draw doubly robust inference of a logistic partially linear model with the predictor specified as combination of a targeted low dimensional linear parametric function and a…

Methodology · Statistics 2020-08-31 Molei Liu

Doubly robust estimators combine an inverse probability weighting estimator and a mass imputation estimator. Several doubly robust estimators for estimating the population mean (or prevalence) of an outcome have been proposed for…

Methodology · Statistics 2025-08-11 Shaun R Seaman , Tommy Nyberg , Anne M Presanis

There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We use cross-fitting (i.e. sample splitting) to construct novel…

Statistics Theory · Mathematics 2018-01-30 Whitney K. Newey , James R. Robins

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

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

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

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

We study inference on a low-dimensional functional $\beta$ in the presence of infinite-dimensional nuisance parameters. Classical inferential methods are typically based on Wald intervals, whose large-sample validity rests on asymptotic…

Methodology · Statistics 2026-02-24 Mengchu Zheng , Matteo Bonvini , Zijian Guo

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…

Econometrics · Economics 2023-07-04 Yu-Chin Hsu , Martin Huber , Yu-Min Yen

The double/debiased machine learning (DML) framework has become a cornerstone of modern causal inference, allowing researchers to utilise flexible machine learning models for the estimation of nuisance functions without introducing…

Econometrics · Economics 2025-06-19 Charles Shaw

In this paper, we consider the nonparametric random regression model $Y=f_1(X_1)+f_2(X_2)+\epsilon$ and address the problem of estimating the function $f_1$. The term $f_2(X_2)$ is regarded as a nuisance term which can be considerably more…

Statistics Theory · Mathematics 2015-02-03 Martin Wahl

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…

Information Retrieval · Computer Science 2022-12-20 Haoxuan Li , Quanyu Dai , Yuru Li , Yan Lyu , Zhenhua Dong , Xiao-Hua Zhou , Peng Wu

Bias is a common problem inherent in recommender systems, which is entangled with users' preferences and poses a great challenge to unbiased learning. For debiasing tasks, the doubly robust (DR) method and its variants show superior…

Information Retrieval · Computer Science 2023-03-03 Haoxuan Li , Yan Lyu , Chunyuan Zheng , Peng Wu

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

Statistics Theory · Mathematics 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman

Treatment effect estimation under unconfoundedness is a fundamental task in causal inference. In response to the challenge of analyzing high-dimensional datasets collected in substantive fields such as epidemiology, genetics, economics, and…

Statistics Theory · Mathematics 2024-10-01 Lin Liu , Xinbo Wang , Yuhao Wang

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

This paper studies debiased machine learning when nuisance parameters appear in indicator functions. An important example is maximized average welfare gain under optimal treatment assignment rules. For asymptotically valid inference for a…

Econometrics · Economics 2025-03-18 Gyungbae Park

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