• Corpus ID: 219124092

Doubly robust estimation of average treatment effect revisited

@article{Guo2020DoublyRE,
  title={Doubly robust estimation of average treatment effect revisited},
  author={Keli Guo and Chuyun Ye and Jun Fan and Li-Zhi Fang Division of Applied Mathematics and Hong Kong Baptist University and Hong Kong and Center for Statistics and Data Science and Beijing Normal University and Zhuhai and China. and School of Statistics and Beijing},
  journal={arXiv: Statistics Theory},
  year={2020}
}
  • Keli GuoC. Ye Beijing
  • Published 29 May 2020
  • Mathematics, Economics
  • arXiv: Statistics Theory
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 the estimated propensity score and outcome regression. To this end, we consider all nine combinations under, respectively, parametric, nonparametric and semiparametric structures. The comparisons provide useful information on when and how to efficiently… 

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