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Author:

Wei, Shaojie (Wei, Shaojie.) | Li, Gaorong (Li, Gaorong.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

Scopus SCIE

Abstract:

Doubly robust (DR) methods that employ both the propensity score and outcome models are widely used to estimate the causal effect of a treatment and generally outperform those methods only using the propensity score or the outcome model. However, without appropriately chosen the working models, DR estimators may substantially lose efficiency. In this paper, based on the augmented inverse probability weighting procedure, we derive a new estimating equation for the causal effect by the strategy of combining estimating equations. The resulting estimator by solving the new estimating equation retains doubly robust and can improve the efficiency under the misspecification of conditional mean working model. We further show the large sample properties of the proposed estimator under some regularity conditions. Through simulation experiments and a real data analysis, we illustrate that the proposed method is competitive with its competitors, which is in line with those implied by the asymptotic theory.

Keyword:

Doubly robust method Average treatment effect Inverse probability weighting Estimating equation Causal effect Semiparametric efficiency

Author Community:

  • [ 1 ] [Wei, Shaojie]Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Li, Gaorong]Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China

Reprint Author's Address:

  • [Zhang, Zhongzhan]Beijing Univ Technol, Fac Sci, Beijing 100124, Peoples R China;;

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Source :

COMMUNICATIONS IN MATHEMATICS AND STATISTICS

ISSN: 2194-6701

Year: 2022

Issue: 4

Volume: 12

Page: 659-678

0 . 9

JCR@2022

0 . 9 0 0

JCR@2022

JCR Journal Grade:2

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 7

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