Demystify Doubly-Robust Estimation: The Role of Overlap
理解双重稳健估计:协变量重叠的作用
The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra protection against model misspecification. However, double robustness is an asymptotic property that may not hold in finite samples. We investigate how the finite sample performance of the DR estimator depends on the degree of covariate overlap…