There are two interesting features of this targeting problem. First, we see that the nuisance parameter Qbarbar_M1_star_times_M2_star_a can be viewed in two ways: (1) the conditional mean of Qbarbar_M1_star_a given C with respect to the marginal of M_2 given A = a_star, C; (2) the conditional mean of Qbarbar_M2_star_a given C with respect to the marginal of M_1 given A = a_star, C. The natural inclination then is to use a sum loss function. Here it looks like we actually can use a sum loss approach, so long as the IPTW are incorporated into the loss function. We make two copies of each observation with A = a_star; assign Qbarbar_M1_star_a as outcome in half and Qbarbar_M2_star_a in the other half; then do one-shot targeting
1 2 3 4 5 6 7 8 9 10 |
Qbarbar |
Iterated mean estimates |
Y |
A vector of continuous or binary outcomes. |
A |
A vector of binary treatment assignment (assumed to be equal to 0 or 1). |
a |
The label for the treatment. The effects estimates returned pertain
to estimation of interventional effects of |
a_star |
The label for the treatment. The effects estimates returned pertain
to estimation of interventional effects of |
gn |
Power users may wish to pass in their own properly formatted list of the
propensity score so that
nuisance parameters can be fitted outside of |
tol |
The tolerance for stopping the iterative targeting procedure. |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.