Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates

DOI10.1080/10485252.2022.2061483zbMath1493.62168OpenAlexW4225131066MaRDI QIDQ5078829

Xiao-Hong He, Lei Wang, Yaohong Yang

Publication date: 25 May 2022

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2022.2061483

zbMATH Keywords

causal inferencepropensity scoreaverage treatment effectelastic-netregression adjustment

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Uses Software

• OSCAR

Cites Work

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• Matching Using Estimated Propensity Scores: Relating Theory to Practice
• Inference on Treatment Effects after Selection among High-Dimensional Controls
• Approximate Residual Balancing: Debiased Inference of Average Treatment Effects in High Dimensions
• Robust estimation of causal effects via a high-dimensional covariate balancing propensity score
• Regularization and Variable Selection Via the Elastic Net
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• A Generalization of Sampling Without Replacement From a Finite Universe
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