Bias-Reduced Doubly Robust Estimation

Three Essays on Doubly Robust Estimation Methods

Bias Robust Estimation of Scale

Efficiency Constrained Bias Robust Estimation of Location

Doubly Robust and Locally Efficient Estimation with Missing Outcomes

We consider parametric regression where the outcome is subject to missingness. To achieve the semiparametric efficiency bound, most existing estimation methods require the correct modeling of certain second moments of the data, which can be very challenging in practice. We propose an estimation procedure based on the conditional empirical likelihood (CEL) method. Our method does not require us ...

Semiparametric Two-Step Estimation Using Doubly Robust Moment Conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step, but retain a fully nonparametric specification in the first step. Such estimators exist in many economic applications, including a wide range of missing data and treatment effect models, partially linear regression models, models for nonparametric policy analysi...