Confidence intervals (CI) for the IPW estimators of the ATT and ATO might not always yield conservative CIs when using the 'robust sandwich variance' estimator. In this manuscript, we identify scenarios where this variance estimator can be employed to derive conservative CIs. Specifically, for the ATT, a conservative CI can be derived when there's a homogeneous treatment effect or the interaction effect surpasses the effect from the covariates alone. For the ATO, conservative CIs can be derived under certain conditions, such as when there are homogeneous treatment effects, when there exists significant treatment-confounder interactions, or when there's a large number of members in the control groups.
翻译:对于ATT和ATO的IPW估计量,使用“稳健三明治方差”估计量时,其置信区间(CI)并非总能产生保守的置信区间。在本文中,我们识别了采用该方差估计量可推导保守置信区间的场景。具体而言,对于ATT,当存在同质性处理效应或交互效应超过协变量单独效应时,可推导出保守置信区间。对于ATO,在特定条件下可推导出保守置信区间,例如同质性处理效应、存在显著的处理-混杂因素交互作用,或对照组样本量较大时。