Occasionally misspecified

JJ Forneron - arXiv preprint arXiv:2312.05342, 2023 - arxiv.org
When fitting a particular Economic model on a sample of data, the model may turn out to be
heavily misspecified for some observations. This can happen because of unmodelled …

Doubly-robust and heteroscedasticity-aware sample trimming for causal inference

S Khan, J Ugander - arXiv preprint arXiv:2210.10171, 2022 - arxiv.org
A popular method for variance reduction in observational causal inference is propensity-
based trimming, the practice of removing units with extreme propensities from the sample …