I am currently working on estimating the treatment effect using a doubly robust DiD method.
My question pertains to the implementation of IPW within this framework. I've calculated weights through a probit model that includes only a part of covariates.
Is it methodologically sound to use these weights as the importance weights in the doubly robust estimation?
I would greatly appreciate any insights or advice on this matter.
Thank you.
My question pertains to the implementation of IPW within this framework. I've calculated weights through a probit model that includes only a part of covariates.
Is it methodologically sound to use these weights as the importance weights in the doubly robust estimation?
I would greatly appreciate any insights or advice on this matter.
Thank you.
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