IDEAS home Printed from https://ideas.repec.org/a/oup/biomet/v104y2017i4p863-880..html
   My bibliography  Save this article

Doubly robust nonparametric inference on the average treatment effect

Author

Listed:
  • D Benkeser
  • M Carone
  • M J Van Der Laan
  • P B Gilbert

Abstract

SummaryDoubly robust estimators are widely used to draw inference about the average effect of a treatment. Such estimators are consistent for the effect of interest if either one of two nuisance parameters is consistently estimated. However, if flexible, data-adaptive estimators of these nuisance parameters are used, double robustness does not readily extend to inference. We present a general theoretical study of the behaviour of doubly robust estimators of an average treatment effect when one of the nuisance parameters is inconsistently estimated. We contrast different methods for constructing such estimators and investigate the extent to which they may be modified to also allow doubly robust inference. We find that while targeted minimum loss-based estimation can be used to solve this problem very naturally, common alternative frameworks appear to be inappropriate for this purpose. We provide a theoretical study and a numerical evaluation of the alternatives considered. Our simulations highlight the need for and usefulness of these approaches in practice, while our theoretical developments have broad implications for the construction of estimators that permit doubly robust inference in other problems.

Suggested Citation

  • D Benkeser & M Carone & M J Van Der Laan & P B Gilbert, 2017. "Doubly robust nonparametric inference on the average treatment effect," Biometrika, Biometrika Trust, vol. 104(4), pages 863-880.
    • Handle: RePEc:oup:biomet:v:104:y:2017:i:4:p:863-880.
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1093/biomet/asx053
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Victor Chernozhukov & Whitney Newey & Rahul Singh & Vasilis Syrgkanis, 2020. "Adversarial Estimation of Riesz Representers," Papers 2101.00009, arXiv.org, revised Apr 2024.
    2. Torben Martinussen & Mats Julius Stensrud, 2023. "Estimation of separable direct and indirect effects in continuous time," Biometrics, The International Biometric Society, vol. 79(1), pages 127-139, March.
    3. Joseph Antonelli & Georgia Papadogeorgou & Francesca Dominici, 2022. "Causal inference in high dimensions: A marriage between Bayesian modeling and good frequentist properties," Biometrics, The International Biometric Society, vol. 78(1), pages 100-114, March.
    4. David Cheng & Ashwin N. Ananthakrishnan & Tianxi Cai, 2021. "Robust and efficient semi‐supervised estimation of average treatment effects with application to electronic health records data," Biometrics, The International Biometric Society, vol. 77(2), pages 413-423, June.
    5. Nicholas Williams & Michael Rosenblum & Iván Díaz, 2022. "Optimising precision and power by machine learning in randomised trials with ordinal and time‐to‐event outcomes with an application to COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2156-2178, October.
    6. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
    7. Yunda Huang & Lily Zhang & Shelly Karuna & Philip Andrew & Michal Juraska & Joshua A. Weiner & Heather Angier & Evgenii Morgan & Yasmin Azzam & Edith Swann & Srilatha Edupuganti & Nyaradzo M. Mgodi & , 2023. "Adults on pre-exposure prophylaxis (tenofovir-emtricitabine) have faster clearance of anti-HIV monoclonal antibody VRC01," Nature Communications, Nature, vol. 14(1), pages 1-19, December.
    8. Sun Hao & Ertefaie Ashkan & Lu Xin & Johnson Brent A., 2020. "Improved Doubly Robust Estimation in Marginal Mean Models for Dynamic Regimes," Journal of Causal Inference, De Gruyter, vol. 8(1), pages 300-314, January.
    9. Kara E. Rudolph & Jonathan Levy & Mark J. van der Laan, 2021. "Transporting stochastic direct and indirect effects to new populations," Biometrics, The International Biometric Society, vol. 77(1), pages 197-211, March.
    10. Xinyu Li & Wang Miao & Fang Lu & Xiao‐Hua Zhou, 2023. "Improving efficiency of inference in clinical trials with external control data," Biometrics, The International Biometric Society, vol. 79(1), pages 394-403, March.
    11. Weixin Cai & Mark J. van der Laan, 2020. "One‐step targeted maximum likelihood estimation for time‐to‐event outcomes," Biometrics, The International Biometric Society, vol. 76(3), pages 722-733, September.
    12. Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
    13. Ashkan Ertefaie & Nima S. Hejazi & Mark J. van der Laan, 2023. "Nonparametric inverse‐probability‐weighted estimators based on the highly adaptive lasso," Biometrics, The International Biometric Society, vol. 79(2), pages 1029-1041, June.
    14. Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022. "Double Robust Bayesian Inference on Average Treatment Effects," Papers 2211.16298, arXiv.org, revised Oct 2024.
    15. Heejun Shin & Joseph Antonelli, 2023. "Improved inference for doubly robust estimators of heterogeneous treatment effects," Biometrics, The International Biometric Society, vol. 79(4), pages 3140-3152, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:104:y:2017:i:4:p:863-880.. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/biomet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.