Model-Agnostic Bounds for Augmented Inverse Probability Weighted Estimators' Wald-Confidence Interval Coverage in Randomized Controlled Trials
随机对照试验中 AIPW 估计器 Wald 区间覆盖率的模型无关界
Nonparametric estimators, such as the augmented inverse probability weighted (AIPW) estimator, have become increasingly popular in causal inference. Numerous nonparametric estimators have been proposed, but they are all asymptotically normal with the same asymptotic variance under similar conditions, leaving little guidance for practitioners to choose an estimator. In this paper, I focus on another important perspective of their asymptotic behaviors beyond asymptotic…