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August 2020 Comment: Stabilizing the Doubly-Robust Estimators of the Average Treatment Effect under Positivity Violations
Fan Li
Statist. Sci. 35(3): 503-510 (August 2020). DOI: 10.1214/20-STS774

Abstract

Doubly-robust estimators within the one-step and TMLE frameworks could exhibit finite-sample bias and excess variability under positivity violations. We comment on how the application of a stabilization factor may improve the efficiency property of one-step estimator and TMLE, and the comparisons with their collaborative counterparts using the adaptive propensity scores.

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Fan Li. "Comment: Stabilizing the Doubly-Robust Estimators of the Average Treatment Effect under Positivity Violations." Statist. Sci. 35 (3) 503 - 510, August 2020. https://doi.org/10.1214/20-STS774

Information

Published: August 2020
First available in Project Euclid: 11 September 2020

MathSciNet: MR4148228
Digital Object Identifier: 10.1214/20-STS774

Rights: Copyright © 2020 Institute of Mathematical Statistics

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Vol.35 • No. 3 • August 2020
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