Thomas Lumley • 1/6/2022

Optimal design for raking/AIPW estimation

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This technical article discusses optimal stratum allocation for raking/AIPW (Augmented Inverse Probability Weighting) estimation in statistical studies. It compares the efficiency of designs optimized for traditional IPW estimation versus those for raking, which uses auxiliary cohort data. The analysis finds that while optimal designs differ, using an IPW-optimized design with a raking estimator often performs well in practice.

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#sampling #Statistical Estimation #Optimal Design
Optimal design for raking/AIPW estimation

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