In this supplementary material, we provide the numerical procedure for solving the constrained optimization in (8) and (10) and technical proofs for Lemma 1 and Theorem 1 in the manuscript. For the ease of notation, let g be the main estimating function g(D 0 ; β 0 ); let π(a) 0i and π (a) 0i be the correctly specified propensity score (PS) model π (a) (X 0i ; η) and the true model π (a) (X 0i ; η 0 ), respectively, given regular estimates of the parameters η and the true parameters η 0 , where π(a)