Open jkortner opened 2 years ago
That's right; the DR scores used with AIPW are not bounded within the range of the Y. This is simply a consequence of how DR scores are obtained; and doing something direct like thresholding DR scores into the range of the data might actually bias the algorithm.
There are other alternatives to AIPW that avoid this unboundedness issue; see, e.g., the following. However, that's not what's implemented/used here.
Tan, Zhiqiang. "Bounded, efficient and doubly robust estimation with inverse weighting." Biometrika 97.3 (2010): 661-682.
Thank you for the package! I'm trying to estimate double robust scores for a binary outcome variable. However, when using double_robust_scores(), I get gamma values outside of 0-1. I can reproduce this with the example in the package but a binary outcome variable.