Questions tagged [doubly-robust-estimator]

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Doubly Robust Estimator

When use Doubly Robust Estimator we train m0/m1 models and propensity score model to be used by the estimator. Is it OK to use the same dataset to train those models and then use them to measure ATE ...
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Variance for a doubly-robust CATE estimator

I am interested in how the variance for the conditional average treatment effect (CATE) is calculated for the doubly robust pseudo-outcome approach. Below are the exact details of the problem and my ...
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Problem to implement Bang & Robins double robust estimator

I have a question with regard to the implementation of Bang & Robins (2005) double robust estimator of a treatment effect (formula at the bottom of page 964). The idea of their estimator is to ...
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Theory behind Targeted Maximum Likelihood Estimation (TMLE)

There are many fine how-to articles describing how to implement TMLE but they avoid the details of the underlying theory. I'm currently working my way through Targeted Learning: Causal Inference for ...
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Does a doubly robust estimator magnify bias if *both* the outcome regression and inverse propensity score weighting are incorrect models?

The doubly robust estimator is a popular method for measuring the average treatment effect with observational data (assuming no unmeasured confounders): $$ \hat{\Delta}_{DR} = n^{-1}\sum_{i=1}^n \...