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Poster

Outcome Assumptions and Duality Theory for Balancing Weights

David Bruns-Smith · Avi Feller


Abstract:

We study balancing weight estimators, which reweight outcomes from a source population to estimate missing outcomes in a target population. These estimators minimize the worst-case error by making an assumption about the outcome model. In this paper, we show that this outcome assumption has two immediate implications. First, we can replace the minimax optimization problem for balancing weights with a simple convex loss over the assumed outcome function class. Second, we can replace the commonly-made overlap assumption with a more appropriate quantitative measure, the minimum worst-case bias. Finally, we show conditions under which the weights remain robust when our assumptions on the outcomes are wrong.

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