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News/When Prediction Error Is Not Enough: Evaluating Nuisance-Function Prediction for Causal Estimation
arxiv
PublishedSeptember 2, 2026 at 4:00 AM
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When Prediction Error Is Not Enough: Evaluating Nuisance-Function Prediction for Causal Estimation

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arXiv:2609.00071v1 Announce Type: new Abstract: Prediction error is widely used to evaluate nuisance-function estimators in causal inference, but its relationship with causal estimator performance may differ across performance measures. We studied this question in a partially linear model using Mont

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