Skip to content

Simulate bias and CI coverage for plugin vs doubly robust estimators using parametric vs. nonparametric nuisance parameter estimators.

Notifications You must be signed in to change notification settings

amishler/nonparametricDoublyRobust

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

4 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

This package accompanies the paper "Challenges in Obtaining Valid Causal Effect Estimates with Machine Learning Algorithms," by Ashley Naimi, Alan Mishler, and Edward Kennedy (https://arxiv.org/abs/1711.07137).

It implements simulations and visualizations to illustrate the estimation of the Average Treatment Effect (aka Average Causal Effect) via singly and doubly robust estimators, using parametric and nonparametric estimators of the nuisance propensity scores and outcome regressions.

This package can be installed via devtools::install_github("amishler/nonparametricDoublyRobust").

This package was inspired by ainaimi/NPDR.

About

Simulate bias and CI coverage for plugin vs doubly robust estimators using parametric vs. nonparametric nuisance parameter estimators.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages