A $C_p$ criterion for semiparametric causal inference
半参数因果推断中的 Cp 模型选择准则
Summary For marginal structural models, which play an important role in causal inference, we consider a model selection problem within a semiparametric framework using inverse-probability-weighted estimation or doubly robust estimation. In this framework, the modelling target is a potential outcome that may be missing, so there is no classical information criterion. We define a mean squared error for treating the potential outcome and derive an asymptotic unbiased estimator…