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On regression-adjusted imputation estimators of average treatment effects

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  • Lin, Zhexiao
  • Han, Fang

Abstract

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to augmented inverse probability weighting. Accordingly, people for a long time conjectured that such estimators, while avoiding directly constructing the weights, are also doubly robust (Imbens, 2004; Stuart, 2010). Generalizing an earlier result of the authors (Lin et al., 2023), this paper formalizes this conjecture, showing that a large class of regression-adjusted imputation methods are indeed doubly robust for estimating average treatment effects. In addition, they are provably semiparametrically efficient as long as both the density and regression models are correctly specified. Notable examples of imputation methods covered by our theory include kernel matching, (weighted) nearest neighbor matching, local linear matching, and (honest) random forests.

Suggested Citation

  • Lin, Zhexiao & Han, Fang, 2025. "On regression-adjusted imputation estimators of average treatment effects," Journal of Econometrics, Elsevier, vol. 251(C).
    • Handle: RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001344
    DOI: 10.1016/j.jeconom.2025.106080
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