Pedro Sant'anna (Applied Stats Workshop)
Date and Time
Location
Speaker & Title
Pedro Sant'anna (Emory University), "Doubly Robust Estimators with Weak Overlap"
Abstract
Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming extreme propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that retain double robustness after trimming through bias correction, preserving the original causal targets across unconfoundedness, instrumental variables, and difference-in-differences designs. In four applications, the proposed estimator yields substantially more precise estimates: ruling out large mortality effects of Medicaid expansion, detecting workforce growth from mental health reform, recovering the Black--White test score gap without strong functional form restrictions, and recovering a positive 401(k) savings effect consistent with the prior literature.
The Applied Statistics Workshop (Gov 3009) meets all academic year on Wednesdays. This workshop is a forum for advanced graduate students, faculty, and visiting scholars to present and discuss methodological or empirical work in progress in an interdisciplinary setting. The workshop features a tour of Harvard's statistical innovations and applications with weekly stops in different fields and disciplines and includes occasional presentations by invited speakers.
All interested Harvard affiliates are invited to attend. Lunch will be provided.