TY  - RPRT
        AU  - Sloczynski, Tymon
AU  - Wooldridge, Jeffrey M.
        TI  - A General Double Robustness Result for Estimating Average Treatment Effects
        PY  - 2014/Mar/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 8084
        UR  - https://www.iza.org/publications/dp8084
        AB  - 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.
        KW  - double robustness
KW  - inverse-probability weighting (IPW)
KW  - multi-valued treatments
KW  - quasi-maximum likelihood estimation (QMLE)
KW  - treatment effects
        ER  -