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The augmented inverse weighting (AIW) estimator is commonly used to estimate the marginal mean of an outcome because of its doubly robust property. However, the AIW estimator can be severely biased if both the propensity score (PS) and the outcome regression (OR) models are misspecified. One possible reason is that misspecification of the PS or OR model yields extreme values in these models, which...
Summary The current statistical literature on causal inference is primarily concerned with population means of potential outcomes, while the current statistical practice also involves other meaningful quantities such as quantiles. Motivated by the Consortium on Safe Labor (CSL), a large observational study of obstetric labor progression, we propose and compare methods for estimating marginal quantiles...
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