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Feat/propensity ps dml #29

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MinSeok1o28
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@MinSeok1o28 MinSeok1o28 commented Oct 2, 2025 •
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AIPW Robustness Check Flow 관련 Reference 및 코드 추가

IPW, AIPW, Doubly Robust Estimator에 대한 코드 작성은 이번으로 마무리하고 CATE쪽 내용에 대한 책 작성 예정

@MinSeok1o28 MinSeok1o28 closed this Oct 2, 2025
@MinSeok1o28 MinSeok1o28 reopened this Oct 2, 2025
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코드 작성하느라 고생하셨습니다 🙌
덕분에 AIPW & DR 추정기의 강건성 검증 플로우를 쉽게 이해할 수 있었습니다.

흐름 요약

  1. 부트스트랩 신뢰구간 → 추정치의 불확실성을 정량적으로 확인
  2. DR 스트레스 테스트 → Outcome/PS 모형을 각각 교체해도 결과가 안정적인지 검증
  3. TMLE 교차확인 → 같은 DR 계열 추정치끼리 일관성을 보이는지 비교

좋은 추석 연휴 보내세요!

@Funbucket Funbucket self-requested a review October 3, 2025 15:07
@siuunni siuunni self-requested a review October 12, 2025 06:33
@Funbucket Funbucket removed their request for review October 12, 2025 08:55
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[Week 6]
Double/Debiased Machine Learning부분 내용 추가

  • Frisch-Waugh-Lovell 응용 DML

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