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In observational studies, covariates with substantial missing data are often omitted, despite their strong predictive capabilities. These excluded covariates are generally believed not to simultaneously affect both treatment and outcome,…

统计方法学 · 统计学 2024-02-23 Shanshan Luo , Mengchen Shi , Wei Li , Xueli Wang , Zhi Geng

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…

计量经济学 · 经济学 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

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.…

统计理论 · 数学 2015-06-17 Daniel J. Graham , Emma J. McCoy , David A. Stephens

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

计量经济学 · 经济学 2026-04-17 Yukun Ma , Pedro H. C. Sant'Anna , Yuya Sasaki , Takuya Ura

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…

统计方法学 · 统计学 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

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…

计量经济学 · 经济学 2025-01-28 Masahiro Kato

When outcomes are missing for reasons beyond an investigator's control, there are two different ways to adjust a parameter estimate for covariates that may be related both to the outcome and to missingness. One approach is to model the…

统计方法学 · 统计学 2008-12-18 Joseph D. Y. Kang , Joseph L. Schafer

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

统计方法学 · 统计学 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Examples of "doubly robust" estimator for missing data include augmented inverse probability weighting (AIPWT) models (Robins et al., 1994) and penalized splines of propensity prediction (PSPP) models (Zhang and Little, 2009). Doubly-robust…

应用统计 · 统计学 2025-09-16 Yaoyuan V. Tan , Carol A. C. Flannagan , Michael R. Elliott

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

计量经济学 · 经济学 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

In the causal inference literature an estimator belonging to a class of semi-parametric estimators is called robust if it has desirable properties under the assumption that at least one of the working models is correctly specified. In this…

统计理论 · 数学 2018-06-26 Ingeborg Waernbaum , Laura Pazzagli

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

统计理论 · 数学 2020-06-01 Keli Guo , Chuyun Ye , Jun Fan , Lixing Zhu

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…

机器学习 · 计算机科学 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

计量经济学 · 经济学 2024-06-12 Daniele Ballinari

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

计量经济学 · 经济学 2025-08-05 Junjie Li , Yukitoshi Matsushita

Causal inference on the average treatment effect (ATE) using non-probability samples, such as electronic health records (EHR), faces challenges from sample selection bias and high-dimensional covariates. This requires considering a…

统计方法学 · 统计学 2024-03-28 Jiacong Du , Xu Shi , Donglin Zeng , Bhramar Mukherjee

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…

统计理论 · 数学 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

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…

统计方法学 · 统计学 2017-04-06 Iván Díaz , Mark J. van der Laan

Estimation of average treatment effects on the treated (ATT) is an important topic of causal inference in econometrics and statistics. This problem seems to be often treated as a simple modification or extension of that of estimating…

统计方法学 · 统计学 2018-08-07 Heng Shu , Zhiqiang Tan

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

统计方法学 · 统计学 2025-09-03 Xintao Xia , Yumou Qiu
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