{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/augmented-minimax-linear-estimation","title":"Augmented Minimax Linear Estimation","arxiv_id":"1712.00038","date":"2017-11-30","proceeding":null,"authors":["David A. Hirshberg","Stefan Wager"],"abstract":"Many statistical estimands can expressed as continuous linear functionals of a conditional expectation function. This includes the average treatment effect under unconfoundedness and generalizations for continuous-valued and personalized treatments. In this paper, we discuss a general approach to estimating such quantities: we begin with a simple plug-in estimator based on an estimate of the conditional expectation function, and then correct the plug-in estimator by subtracting a minimax linear estimate of its error. We show that our method is semiparametrically efficient under weak conditions and observe promising performance on both real and simulated data.","url_abs":"http://arxiv.org/abs/1712.00038v3","url_pdf":"http://arxiv.org/pdf/1712.00038v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"augmented-minimax-linear-estimation","repo_url":"https://github.com/swager/amlinear","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"unanswered"}},{"paper_slug":"augmented-minimax-linear-estimation","repo_url":"https://github.com/davidahirshberg/amlinear","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"unanswered"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1712.00038","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}