Data Science, Statistics, Analytics, Experiment, Causality.
well? Let’s take a look at DR1 (the proof for DR0 is similar): If our propensity model is unbiased, then the part on the right has expectation 0, while the part on the left is IPW. IPW is unbiased if the propensity model is unbiased. Hence, this DR1 estimator is unbiased. Rearranging gives us: If