Jelena Bradic, Weijie Ji, Yuqian Zhang
arXiv 10 Oct 2021 · Statistics — Methodology · publishedThe Annals of Statistics (2024) · 3 citations (OpenAlex)
arXiv:2110.04924 · PDF · DOI · OpenAlex · Extracted main text
Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects due to their flexibility. However, we showcase that the traditional DR approaches that only focus on the DR representation of the expected outcomes may fall short of delivering optimal results. In this paper, we propose a novel DR representation for intermediate conditional outcome models that leads to superior robustness guarantees. The proposed method achieves consistency even with high-dimensional confounders, as long as at least one nuisance function is appropriately parametrized for each exposure time and treatment path. Our results represent a significant step forward as they provide new robustness guarantees. The key to achieving these results is our new DR representation, which offers superior inferential performance while requiring weaker assumptions. Lastly, we confirm our findings in practice through simulations and a real data application.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | barticle[author] Murphy, Susan AS. A., van der Laan, Mark JM. J., Ro… (2001) ) | 1.000 | 7 | 3 | 100% |
| 2 | barticle[author] Bang, HeejungH. Robins, James MJ. M (2005) ) | 1.000 | 5 | 3 | 100% |
| 3 | barticle[author] Bradic, JelenaJ., Ji, WeijieW. Zhang, YuqianY (2023) High-dimensional inference for dynamic treatment effects self | 0.928 | 4 | 4 | 100% |
| 4 | barticle[author] Babino, LuciaL., Rotnitzky, AndreaA. Robins, JamesJ (2019) ) | 0.928 | 4 | 3 | 100% |
| 5 | barticle[author] Bodory, HugoH., Huber, MartinM. Lafférs, LukásL (2022) ) | 0.737 | 3 | 2 | 100% |
| 6 | barticle[author] Chernozhukov, VictorV., Chetverikov, DenisD., Demir… (2018) ) | 0.737 | 3 | 2 | 100% |
| 7 | barticle[author] Lewis, GregG. Syrgkanis, VasilisV (2021) ) | 0.737 | 3 | 2 | 100% |
| 8 | bincollection[author] Robins, James MJ. M (2000) a) | 0.737 | 3 | 2 | 100% |
| 9 | barticle[author] Farrell, Max HM. H (2015) ) | 0.644 | 2 | 2 | 100% |
| 10 | barticle[author] Murphy, Susan AS. A (2003) ) | 0.644 | 2 | 2 | 100% |
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