propensity score weighting

Introduction Here are my notes on propensity scores, mainly from Prof. Ding’s textbook (2024). The traditional propensity score analysis workflow is shown in the image below, which I will not cover in detail.

Introduction To estimate ATE, we can either use outcome regression or inverse propensity weighting (IPW). While each approach has merits, combining them offers significant advantage – double robustness. In this post, I summarize the intuition for doubly robust estimator from Professor Ding’s awesome textbook (Ding, 2024), and connects this framework to debiased machine learning (DML) through Riesz representation theory.