@TechReport{iza:izadps:dp8084, author={Sloczynski, Tymon and Wooldridge, Jeffrey M.}, title={A General Double Robustness Result for Estimating Average Treatment Effects}, year={2014}, month={Mar}, institution={Institute of Labor Economics (IZA)}, address={Bonn}, type={IZA Discussion Paper}, number={8084}, url={https://www.iza.org/index.php/publications/dp8084}, abstract={In this paper we study doubly robust estimators of various average treatment effects under unconfoundedness. We unify and extend much of the recent literature by providing a very general identification result which covers binary and multi-valued treatments; unnormalized and normalized weighting; and both inverse-probability weighted (IPW) and doubly robust estimators. We also allow for subpopulation-specific average treatment effects where subpopulations can be based on covariate values in an arbitrary way. Similar to Wooldridge (2007), we then discuss estimation of the conditional mean using quasi-log likelihoods (QLL) from the linear exponential family.}, keywords={double robustness;inverse-probability weighting (IPW);multi-valued treatments;quasi-maximum likelihood estimation (QMLE);treatment effects}, }