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| Stima a doppia robustezza aumentata con machine learning (ML-DR)× | Stima a Doppia Robustezza (AIPW)× | |
|---|---|---|
| Campo | Inferenza causale | Inferenza causale |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2018 | 2005 |
| Ideatore≠ | Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, Newey & Robins | Robins & Rotnitzky; Bang & Robins |
| Tipo≠ | Semiparametric causal estimator with ML nuisance | Semiparametric causal estimator |
| Fonte seminale≠ | Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1-C68. DOI ↗ | Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗ |
| Alias | ML-DR, AIPW with ML, Double/Debiased ML doubly robust, DML-DR | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| Correlati≠ | 6 | 5 |
| Sintesi≠ | Machine learning-augmented doubly robust (ML-DR) estimation combines the classical doubly robust (AIPW) identification strategy with flexible machine learning models for the nuisance functions — the propensity score and the outcome regression. The result is a causal estimator that is consistent if either ML component is correctly specified, and that achieves valid, root-n inference even when the nuisance models are estimated with high-dimensional regularisation or nonparametric learners. | Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified. |
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