Regression adjustment for treatment effect with multicollinearity in high dimensions
From MaRDI portal
Publication:1727920
DOI10.1016/j.csda.2018.11.002OpenAlexW2903514579MaRDI QIDQ1727920
Heng Lian, Xiang Wan, Lili Yue, Gao Rong Li
Publication date: 21 February 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.11.002
high-dimensional datarandomized experimentscausal inferenceaverage treatment effectelastic-netRubin causal model
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates ⋮ Statistical inference of heterogeneous treatment effect based on single-index model
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