Not So Robust: The Limitations of "Doubly Robust" ATE Estimators
Doubly Robust (DR) estimators of ATE are all the rage. One popular DR estimator is Robins’ Augmented IPW (AIPW). The reason why Robins’ AIPW estimator is called doubly robust is that if either your IPW model or your y ~ x model is correctly specified, you get ATE. Great!
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