A note on the variance of doubly-robust G-estimators
双重稳健 G 估计量方差的一则说明
A recursive variance calculation is derived for doubly-robust G-estimators for dynamic treatment regimes in a multi-interval setting. Treatment decision parameters are not assumed to be shared across treatment intervals; this independence of parameters permits sequential estimation of the G-estimators’ variance when G-estimation is performed in a sequential fashion. The recursive variance calculation is both natural and computationally feasible. This development can easily…