Implementing double-robust estimators of causal effects
AbstractThis article describes the implementation of a double-robust estimator for pretest-posttest studies (Lunceford and Davidian, 2004, Statistics in Medicine 23: 2937-2960) and presents a new Stata command (dr) that carries out the procedure. A double-robust estimator gives the analyst two opportunities for obtaining unbiased inference when adjusting for selection eﬀects such as confounding by allowing for diﬀerent forms of model misspecification; a double-robust estimator also can offer increased efficiency when all the models are correctly speciﬁed. We demonstrate the results with a Monte Carlo simulation study, and we show how to implement the double-robust estimator on a single simulated dataset, both manually and by using the dr command. Copyright 2008 by StataCorp LP.
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 8 (2008)
Issue (Month): 3 (September)
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