Comment: Stabilizing the Doubly-Robust Estimators of the Average Treatment Effect under Positivity Violations

• Li, Fan ^[1]
  1. [1] Yale School of Public Health
• Localización: Statistical science, ISSN 0883-4237, Vol. 35, Nº. 3, 2020 (Ejemplar dedicado a: Causal Inference), págs. 503-510
• Idioma: inglés
• DOI: 10.1214/20-sts774
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• Resumen

  • Doubly-robust estimators within the one-step and TMLE frameworks could exhibit finite-sample bias and excess variability under positivity violations. We comment on how the application of a stabilization factor may improve the efficiency property of one-step estimator and TMLE, and the comparisons with their collaborative counterparts using the adaptive propensity scores.