Doubly-robust inference in R using drtmle


Inverse probability of treatment weighted estimators and doubly robust estimators (including augmented inverse probability of treatment weight and targeted minimum loss estimators) are widely used in causal inference to estimate and draw inference about the average effect of a treatment. As an intermediate step, these estimators require estimation of key nuisance parameters, which are often regression functions. Typically, regressions are estimated using maximum likelihood and parametric models. Confidence intervals and p-values may be computed based on standard asymptotic results, such as the central limit theorem, the delta method, and the nonparametric bootstrap. However, in high-dimensional settings, maximum likelihood estimation often breaks down and standard procedures no longer yield correct inference. Instead, we may rely on adaptive estimators of nuisance parameters to construct flexible regression estimators. However, use of adaptive estimators poses a challenge for performing statistical inference about an estimated treatment effect. While doubly robust estimators facilitate inference when all relevant regression functions are consistently estimated, the same cannot be said when at least one nuisance estimator is inconsistent. drtmle implements doubly robust confidence intervals and hypothesis tests for targeted minimum loss estimates of the average treatment effect, in addition to several other recently proposed estimators of the average treatment effect.

In Observational Studies
Nima Hejazi
Nima Hejazi
Assistant Professor of Biostatistics

My research lies at the intersection of causal inference and machine learning, developing flexible methodology for statistical inference tailored to modern experiments and observational studies in the biomedical and public health sciences.