Double Cross-fit Doubly Robust Estimators: Beyond Series Regression

1 code implementation • 22 Mar 2024 • Alec McClean, Sivaraman Balakrishnan, Edward H. Kennedy, Larry Wasserman

Then, assuming the nuisance functions are H\"{o}lder smooth, but without assuming knowledge of the true smoothness level or the covariate density, we establish that DCDR estimators with several linear smoothers are semiparametric efficient under minimal conditions and achieve fast convergence rates in the non-$\sqrt{n}$ regime.

Causal Inference regression