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Average Adjusted Association: Efficient Estimation with High Dimensional Confounders

Sung Jae Jun, Sokbae Lee

arXiv 27 May 2022 · Statistics — Methodology · 1 citations (OpenAlex)

arXiv:2205.14048 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The log odds ratio is a well-established metric for evaluating the association between binary outcome and exposure variables. Despite its widespread use, there has been limited discussion on how to summarize the log odds ratio as a function of confounders through averaging. To address this issue, we propose the Average Adjusted Association (AAA), which is a summary measure of association in a heterogeneous population, adjusted for observed confounders. To facilitate the use of it, we also develop efficient double/debiased machine learning (DML) estimators of the AAA. Our DML estimators use two equivalent forms of the efficient influence function, and are applicable in various sampling scenarios, including random sampling, outcome-based sampling, and exposure-based sampling. Through real data and simulations, we demonstrate the practicality and effectiveness of our proposed estimators in measuring the AAA.

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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
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6van de Geer, S. A. (2008, 04) (2008) High-dimensional generalized linear models and the lasso0.64422100%
7Chen, Z., N.-Z. Shi, and W. Gao (2011) Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing0.51121100%
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9Hui, F. K. and G. Geenens (2013) A nonparametric measure of local association for two-way contingency tables0.51121100%
10Ackerberg, D., X. Chen, J. Hahn, and Z. Liao (2014) Asymptotic Efficiency of Semiparametric Two-step GMM0.40511100%

Showing the top 10 of 43 scored citations.