Doubly Robust Estimation of Causal Effects
Doubly Robust Estimation of Causal Effects
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DOI:
10.1093/aje/kwq439
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发表时间:
2011-04-01
影响因子:
5
通讯作者:
Davidian, Marie
中科院分区:
文献类型:
--
作者:
Funk, Michele Jonsson;Westreich, Daniel;Davidian, Marie
Doubly robust estimation combines a form of outcome regression with a model for the exposure (i.e., the propensity score) to estimate the causal effect of an exposure on an outcome. When used individually to estimate a causal effect, both outcome regression and propensity score methods are unbiased only if the statistical model is correctly specified. The doubly robust estimator combines these 2 approaches such that only 1 of the 2 models need be correctly specified to obtain an unbiased effect estimator. In this introduction to doubly robust estimators, the authors present a conceptual overview of doubly robust estimation, a simple worked example, results from a simulation study examining performance of estimated and bootstrapped standard errors, and a discussion of the potential advantages and limitations of this method. The supplementary material for this paper, which is posted on the Journal's Web site (http://aje.oupjournals.org/), includes a demonstration of the doubly robust property (Web Appendix 1) and a description of a SAS macro (SAS Institute, Inc., Cary, North Carolina) for doubly robust estimation, available for download at http://www.unc.edu/similar to mfunk/dr/.