Improving Modern Techniques of Causal Inference: Finite Sample Performance of ATM and ATO Doubly Robust Estimators, Variance Estimation for ATO Estimators, and Contextualized Tipping Point Sensitivity Analyses for Unmeasured Confounding
While estimators that incorporate both direct covariate adjustment and inverse probability weighting have drawn considerable interest, their finite sample properties have been challenged in seminal papers, such as Freedman and Berk (2008). We derive a doubly robust ATO estimator and demonstrate excellent finite sample performance for ATO and ATM doubly robust estimators in the setting of Freedman and Berk (2008). The methods and performance of variance estimators for IPW and IPW doubly robust estimators incorporating the recently defined ATO weights are an important open question in the field.