Augmented marginal ratio

Linying Yang has today shared a manuscript on Outcome-informed weighting for robust ATE estimation. The paper, inspired by Taufiq et al., 2023, augments the marginal ratio estimand in that paper in a manner analogous to augmented inverse probability weighting, securing doubly-robust properties.

In particular, it can filter out instruments and spurious variables, and allows for inference that out-performs the original marginal ratio.

The work is joint with Robin Evans.