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Sparsity Double Robust Inference of Average Treatment Effects

Jelena Bradic, Stefan Wager, Yinchu Zhu

arXiv 2 May 2019 · Mathematics — Statistics Theory · 6 citations (OpenAlex)

arXiv:1905.00744 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here study a new method for average treatment effect estimation that yields asymptotically exact confidence intervals assuming that either the conditional response surface or the conditional probability of treatment allows for an ultra-sparse representation (but not necessarily both). This guarantee allows us to provide valid inference for average treatment effect in high dimensions under considerably more generality than available baselines. In addition, we showcase that our results are semi-parametrically efficient.

Citation extraction

46
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96
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Susan Athey, Guido W Imbens, and Stefan Wager (2018) Approximate residual balancing: Debiased inference of average treatment effects in high dimensions self1.00064100%
2Zhiqiang Tan (2019) Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data1.00053100%
3Victor Chernozhukov, Whitney Newey, and James Robins (1802) Double/de-biased machine learning using regularized Riesz representers0.87472100%
4Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo,… (2018) Double/debiased machine learning for treatment and structural parameters0.87452100%
5Whitney K Newey and James R Robins (2018) Cross-fitting and fast remainder rates for semiparametric estimation0.84333100%
6Max H Farrell (2015) Robust inference on average treatment effects with possibly more covariates than observations0.73732100%
7Yang Ning, Sida Peng, and Kosuke Imai (2018) Robust estimation of causal effects via high-dimensional covariate balancing propensity score0.73732100%
8James M Robins, Andrea Rotnitzky, and Lue Ping Zhao (1994) Estimation of regression coefficients when some regressors are not always observed0.73732100%
9José R Zubizarreta (2015) Stable weights that balance covariates for estimation with incomplete outcome data0.73732100%
10Alexandre Belloni, Victor Chernozhukov, and Christian Hansen (2014) Inference on treatment effects after selection among high-dimensional controls0.64422100%

Showing the top 10 of 46 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1An alternative to synthetic control for models with many covariates under sparsity0.73732
2Minimax Semiparametric Learning With Approximate Sparsity0.64422
3Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics0.51121
4Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations0.40511
5Regression adjustment in completely randomized experiments with many covariates0.40511
6Assumption-lean Falsification Tests of Rate Double-Robustness of Double-Machine-Learning Estimators0.40511
7Residual Balancing for Non-Linear Outcome Models in High Dimensions0.40511
8Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations0.00011