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Fix IPW normalization in DoubleMLSSM - #428
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suryaramku wants to merge 1 commit into
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suryaramku wants to merge 1 commit into
suryaramku wants to merge 1 commit into
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I will close this as this was already fixed in #427 |
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Description
This PR fixes the IPW normalization in DoubleMLSSM by replacing sum(dtreat) and sum(dcontrol) with the total sample size when calculating the treatment and control normalization factors.
Previously, the normalization incorrectly scaled the IPW residual corrections by the treatment and control group proportions. Under correctly specified propensity and selection models, the expected value of each unnormalized IPW weight is 1, so the normalization should use the total sample size rather than the number of observations in each treatment group.
Reference to Issues or PRs
Fixes #426
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Testing notes: