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Implementing double-robust estimators of causal effects


  • 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)


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.

Suggested Citation

  • Richard Emsley & Mark Lunt & Andrew Pickles & GraHam Dunn, 2008. "Implementing double-robust estimators of causal effects," Stata Journal, StataCorp LP, vol. 8(3), pages 334-353, September.
  • Handle: RePEc:tsj:stataj:v:8:y:2008:i:3:p:334-353

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    References listed on IDEAS

    1. Heejung Bang & James M. Robins, 2005. "Doubly Robust Estimation in Missing Data and Causal Inference Models," Biometrics, The International Biometric Society, vol. 61(4), pages 962-973, December.
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    1. Francisco Henríquez & Bernardo Lara & Alejandra Mizala & Andrea Repetto, 2012. "Effective schools do exist: low-income children's academic performance in Chile," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 445-451, March.
    2. Santos, Florence & Fletschner, Diana & Savath, Vivien & Peterman, Amber, 2013. "Can government-allocated land contribute to food security? Intrahousehold analysis of West Bengal’s microplot allocation program:," IFPRI discussion papers 1310, International Food Policy Research Institute (IFPRI).
    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.
    4. Girma, Sourafel & Gong, Yundan & Görg, Holger & Lancheros, Sandra, 2015. "Investment liberalisation, technology take-off and export markets entry: Does foreign ownership structure matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 254-269.
    5. Santos, Florence & Fletschner, Diana & Savath, Vivien & Peterman, Amber, 2014. "Can Government-Allocated Land Contribute to Food Security? Intrahousehold Analysis of West Bengal’s Microplot Allocation Program," World Development, Elsevier, vol. 64(C), pages 860-872.
    6. Ugur, Mehmet & Trushin, Eshref, 2018. "Asymmetric information and heterogeneous effects of R&D subsidies: evidence on R&D investment and employment of R&D personel," Greenwich Papers in Political Economy 21943, University of Greenwich, Greenwich Political Economy Research Centre.
    7. Cazzuffi, Chiara & Pereira-López, Mariana & Soloaga, Isidro, 2017. "Local poverty reduction in Chile and Mexico: The role of food manufacturing growth," Food Policy, Elsevier, vol. 68(C), pages 160-185.
    8. repec:oup:scippl:v:44:y:2017:i:4:p:497-512. is not listed on IDEAS
    9. Orsini, Nicola & Bellocco, Rino & Sjölander, Arvid, 2013. "Doubly robust estimation in generalized linear models," Stata Journal, StataCorp LP, vol. 13(1), pages 1-23.
    10. repec:beo:journl:v:62:y:2017:i:215:p:7-52 is not listed on IDEAS
    11. Ferraro, Paul J. & Miranda, Juan José, 2014. "The performance of non-experimental designs in the evaluation of environmental programs: A design-replication study using a large-scale randomized experiment as a benchmark," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 344-365.
    12. Bernardo Lara & Alejandra Mizala & Andrea Repetto, 2009. "The Effectiveness of Private Voucher Education: Evidence from Structural School Switches," Documentos de Trabajo 263, Centro de Economía Aplicada, Universidad de Chile.
    13. Kumar, Ashutosh & Rahman, Tauhidur, 2018. "Can a Women’s Rural Livelihood Program Improve Mental Health? Experimental Evidence from India," 2018 Annual Meeting, August 5-7, Washington, D.C. 274137, Agricultural and Applied Economics Association.
    14. repec:eee:ecmode:v:68:y:2018:i:c:p:178-189 is not listed on IDEAS
    15. Rodriguez, Jose S. & Leyva, Janneth & Hopkins, Alvaro, 2016. "El efecto del Acompañamiento Pedagógico sobre los rendimientos de los estudiantes de escuelas públicas rurales del Perú
      [The impact of “Acompañamiento Pedagógico” program on student´s performance i
      ," MPRA Paper 72400, University Library of Munich, Germany.
    16. d'Agostino, Giorgio & Pieroni, Luca & Scarlato, Margherita, 2015. "Revisiting the Effects of Enhanced Flexibility on the Italian Labour Market," MPRA Paper 63239, University Library of Munich, Germany.
    17. Kristensen, Nicolai & Andersen, Henrik Lindegaard, 2016. "Consumption Smoothing in the Demand for Health Care," IZA Discussion Papers 9655, Institute for the Study of Labor (IZA).


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