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A Double Machine Learning Approach to Combining Experimental and Observational Data

Harsh Parikh, Marco Morucci, Vittorio Orlandi, Sudeepa Roy, Cynthia Rudin, Alexander Volfovsky

arXiv 4 Jul 2023 · Statistics — Methodology · 1 citations (OpenAlex)

arXiv:2307.01449 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption violations and estimate treatment effects consistently. Our framework proposes a falsification test for external validity and ignorability under milder assumptions. We provide consistent treatment effect estimators even when one of the assumptions is violated. However, our no-free-lunch theorem highlights the necessity of accurately identifying the violated assumption for consistent treatment effect estimation. Through comparative analyses, we show our framework's superiority over existing data fusion methods. The practical utility of our approach is further exemplified by three real-world case studies, underscoring its potential for widespread application in empirical research.

Citation extraction

53
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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
1Harsh Parikh, Cynthia Rudin, and Alexander Volfovsky (2022) Malts: Matching after learning to stretch self0.8435360%
2Edward H Kennedy (2024) Semiparametric doubly robust targeted double machine learning: a review0.84333100%
3Peter J Bickel, Chris AJ Klaassen, Peter J Bickel, Ya’acov Ritov, J… (1993) Efficient and adaptive estimation for semiparametric models, volume 40.81142100%
4Robert J LaLonde (1986) Evaluating Econometric Evaluations of Training Programs with Experimental Data0.7373367%
5Lili Wu and Shu Yang (2022) Integrative $ r $-learner of heterogeneous treatment effects combining experimental and observational studies0.73732100%
6Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo,… (2018) Double/debiased machine learning for treatment and structural parameters0.70717535%
7Max H Farrell (2015) Robust inference on average treatment effects with possibly more covariates than observations0.64422100%
8Oliver Hines, Oliver Dukes, Karla Diaz-Ordaz, and Stijn Vansteelandt (2022) Demystifying statistical learning based on efficient influence functions0.64422100%
9Yi Lu, Daniel O Scharfstein, Maria M Brooks, Kevin Quach, and Edward… (2019) Causal inference for comprehensive cohort studies0.64422100%
10Matthew A Masten and Alexandre Poirier (2020) Inference on breakdown frontiers0.64422100%

Showing the top 10 of 53 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
1Data Fusion for Partial Identification of Causal Effects0.89475
2Towards Generalizing Inferences from Trials to Target Populations0.51121
32407.044480.40511
42407.086020.40511
5A Cautionary Tale on Integrating Studies with Disparate Outcome Measures for Causal Inference0.40511