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| Format: | Preprint |
| Published: |
2024
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| Online Access: | https://arxiv.org/abs/2406.00853 |
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| _version_ | 1866910517363212288 |
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| author | Hlynsson, Hlynur Davíð |
| author_facet | Hlynsson, Hlynur Davíð |
| contents | Doubly robust learning offers a robust framework for causal inference from observational data by integrating propensity score and outcome modeling. Despite its theoretical appeal, practical adoption remains limited due to perceived complexity and inaccessible software. This tutorial aims to demystify doubly robust methods and demonstrate their application using the EconML package. We provide an introduction to causal inference, discuss the principles of outcome modeling and propensity scores, and illustrate the doubly robust approach through simulated case studies. By simplifying the methodology and offering practical coding examples, we intend to make doubly robust learning accessible to researchers and practitioners in data science and statistics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_00853 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Tutorial on Doubly Robust Learning for Causal Inference Hlynsson, Hlynur Davíð Machine Learning Statistics Theory Methodology Doubly robust learning offers a robust framework for causal inference from observational data by integrating propensity score and outcome modeling. Despite its theoretical appeal, practical adoption remains limited due to perceived complexity and inaccessible software. This tutorial aims to demystify doubly robust methods and demonstrate their application using the EconML package. We provide an introduction to causal inference, discuss the principles of outcome modeling and propensity scores, and illustrate the doubly robust approach through simulated case studies. By simplifying the methodology and offering practical coding examples, we intend to make doubly robust learning accessible to researchers and practitioners in data science and statistics. |
| title | A Tutorial on Doubly Robust Learning for Causal Inference |
| topic | Machine Learning Statistics Theory Methodology |
| url | https://arxiv.org/abs/2406.00853 |