regression adjusted estimator for propensity_score_weighting

[adg-ci]

Thank you for developing this package.
I am looking for regression adjusted estimator for propensity_score_weighting.
Is that something the package would be supporting in the future?

Thanks.

[amit-sharma]

That will be a very good addition. If I understand correctly, you are referring to the doubly robust estimator.

It may be a while before we get to it. Would you like to contribute and add it to the package?

[adg-ci]

I am using this package for a project at work. I would have to see how the approval process works for such contributions. Not clear at the moment.

[emrekiciman]

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[rahulbshrestha]

Hi! I was thinking of working on this issue i.e implement the doubly robust estimator in doWhy. Do you have any pointers so I could get started?

[amit-sharma]

Sure. At a high level, the doubly robust estimator is a combination of the regression estimator and the inverse propensity weighting estimator. So, you will need to create a new Estimator class having these models as part of it (e.g., as attributes).

For the exact way in which these two estimators should be combined, you can refer to, https://academic.oup.com/aje/article/173/7/761/103691. Let me know if you have any questions.