arXiv 18 Nov 2024 · Econometrics
arXiv:2411.11559 · PDF · DOI · OpenAlex · Extracted main text
Estimators that weight observed outcomes to form effect estimates have a long tradition. Their outcome weights are widely used in established procedures, such as checking covariate balance, characterizing target populations, or detecting and managing extreme weights. This paper introduces a general framework for deriving such outcome weights. It establishes when and how numerical equivalence between an original estimator representation as moment condition and a unique weighted representation can be obtained. The framework is applied to derive novel outcome weights for the six seminal instances of double machine learning and generalized random forests, while recovering existing results for other estimators as special cases. The analysis highlights that implementation choices determine (i) the availability of outcome weights and (ii) their properties. Notably, standard implementations of partially linear regression-based estimators, like causal forests, employ outcome weights that do not sum to (minus) one in the (un)treated group, not fulfilling a property often considered desirable.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Soczynski2024AbadiesEffect APACrefauthors Soczyński, T. , Uysal, S D… (2024) 2024 | 0.920 | 9 | 3 | 78% |
| 2 | Chernozhukov2018 APACrefauthors Chernozhukov, V. , Chetverikov, D. ,… (2018) 2018 | 0.874 | 6 | 2 | 100% |
| 3 | Athey2017a APACrefauthors Athey, S. , Tibshirani, J. \ Wager, S. APA… (2019) 2019 | 0.874 | 5 | 2 | 100% |
| 4 | Chernozhukov2016High-DimensionalR APACrefauthors Chernozhukov, V. ,… 2016 | 0.843 | 4 | 3 | 75% |
| 5 | Abadie2003SemiparametricModels APACrefauthors Abadie, A. APACrefauth… (2003) 2003 | 0.843 | 5 | 3 | 60% |
| 6 | Chattopadhyay2023OnInference APACrefauthors Chattopadhyay, A. \ Zubi… (2023) 2023 | 0.781 | 7 | 2 | 71% |
| 7 | Curth2024WhySmoothers APACrefauthors Curth, A. , Jeffares, A. \ van… (2024) 2024 | 0.737 | 3 | 3 | 67% |
| 8 | Imbens2015CausalSciences APACrefauthors Imbens, G W. \ Rubin, D B. A… (2015) 2015 | 0.737 | 3 | 3 | 67% |
| 9 | Tan2006RegressionVariables APACrefauthors Tan, Z. APACrefauthors \ 200612 | 0.644 | 4 | 1 | 100% |
| 10 | Imai2014CovariateScore APACrefauthors Imai, K. \ Ratkovic, M. APACre… (2014) 2014 | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 61 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | 2509.17180 | 0.644 | 2 | 2 |
| 2 | Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects | 0.405 | 1 | 1 |