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Double robustness without weighting

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  • Lee, Myoung-jae
  • Lee, Sanghyeok

Abstract

In contrast to the well-known propensity score (PS), the lesser known ‘prognostic score (PGS)’ balances the potential untreated response. This paper shows that ‘double robustness’ can be achieved by controlling both PS and PGS in various ways in a “method-blind” manner.

Suggested Citation

  • Lee, Myoung-jae & Lee, Sanghyeok, 2019. "Double robustness without weighting," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 175-180.
    • Handle: RePEc:eee:stapro:v:146:y:2019:i:c:p:175-180
    DOI: 10.1016/j.spl.2018.11.017
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    References listed on IDEAS

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    7. Lee, Myoung-jae, 2005. "Micro-Econometrics for Policy, Program and Treatment Effects," OUP Catalogue, Oxford University Press, number 9780199267699.
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    10. Lee, Myoung-jae, 2012. "Treatment effects in sample selection models and their nonparametric estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 317-329.
    11. Zonghui Hu & Dean A. Follmann & Jing Qin, 2012. "Semiparametric Double Balancing Score Estimation for Incomplete Data With Ignorable Missingness," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 247-257, March.
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    Cited by:

    1. Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu, 2023. "Over-identified Doubly Robust identification and estimation," Journal of Econometrics, Elsevier, vol. 235(1), pages 25-42.

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