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Doubly Robust Estimators with Weak Overlap

Yukun Ma, Pedro H. C. Sant'Anna, Yuya Sasaki, Takuya Ura

arXiv 18 Apr 2023 · Econometrics

arXiv:2304.08974 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this paper, we derive a new class of doubly robust estimators for treatment effect estimands that is also robust against weak covariate overlap. Our proposed estimator relies on trimming observations with extreme propensity scores and uses a bias correction device for trimming bias. Our framework accommodates many research designs, such as unconfoundedness, local treatment effects, and difference-in-differences. Simulation exercises illustrate that our proposed tools indeed have attractive finite sample properties, which are aligned with our theoretical asymptotic results.

Citation extraction

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Sasaki and Ura (2022) Estimation and inference for moments of ratios with robustness against large trimming bias0.81142100%
2Callaway and Sant'Anna (2021) Difference-in-Differences with Multiple Time Periods0.79414450%
3Soczyński (2022) Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights0.73732100%
4Abadie (2003) Semiparametric instrumental variable estimation of treatment response models0.69361100%
5Fryer and Levitt (2013) Testing for Racial Differences in the Mental Ability of Young Children0.6443267%
6Baker, Callaway, Cunningham, Goodman-Bacon and Sant'Anna (2025) Difference-in-Differences Designs: A Practitioner's Guide self0.6443267%
7Soczyński and Wooldridge (2018) A General Double Robustness Result for Estimating Average Treatment Effects0.64422100%
8Khan and Tamer (2010) Irregular identification, support conditions, and inverse weight estimation0.64422100%
9Soczyński, Uysal and Wooldridge (2025) Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect0.64422100%
10Dias and Fontes (2024) The Effects of a Large-Scale Mental Health Reform: Evidence from Brazil0.6308238%

Showing the top 10 of 32 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1How Much Weak Overlap Can Doubly Robust T-Statistics Handle?0.84333
2A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects0.64422
3Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect0.51121
4Difference-in-Differences Designs: A Practitioner's Guide0.51121