A new central limit theorem for the augmented IPW estimator: variance inflation, cross-fit covariance, and beyond

A new central limit theorem for the augmented IPW estimator: variance inflation, cross-fit covariance, and beyond

Neyman Seminar
Nov 9, 2022, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Pragya Sur, Harvard University

Estimating the average treatment effect (ATE) is a central problem in causal inference. Modern advances in the field studied estimation and inference for the ATE in high dimensions through a variety of approaches. Doubly robust estimators such as the augmented inverse probability weighting (AIPW) form a popular approach in this context. However, the high-dimensional literature surrounding these...