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Implementing double-robust estimators of causal effects


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  • Richard Emsley

    (Biostatistics, Health Methodology Research Group, The University of Manchester)

  • Mark Lunt

    (Arthritis Research Campaign Epidemiology Unit, The University of Manchester)

  • Andrew Pickles

    (Biostatistics, Health Methodology Research Group, The University of Manchester)

  • GraHam Dunn

    (Biostatistics, Health Methodology Research Group, The University of Manchester)

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    This 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 Info

    Article provided by StataCorp LP in its journal Stata Journal.

    Volume (Year): 8 (2008)
    Issue (Month): 3 (September)
    Pages: 334-353

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    Handle: RePEc:tsj:stataj:v:8:y:2008:i:3:p:334-353

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    Keywords: dr; double-robust estimators; causal models; confounding; inverse probability of treatment weights; propensity score;


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    Cited by:
    1. Andrea Repetto & Francisco Henriquez & Bernardo Lara & Alejandro Mizala, 2011. "Effective Schools Do Exist: Low Income Children's Academic Performance in Chile," Working Papers wp_010, Adolfo Ibáñez University, School of Government.
    2. Andrea Repetto & Alejandra Mizala & Bernardo Lara, 2010. "The Effectiveness of Private Voucher Education: Evidence from Structural School Switches," 2010 Meeting Papers 104, Society for Economic Dynamics.
    3. Phuong Nguyen-Hoang, 2012. "Fiscal effects of budget referendums: evidence from New York school districts," Public Choice, Springer, vol. 150(1), pages 77-95, January.


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