Regression adjustment for treatment effect with multicollinearity in high dimensions

DOI10.1016/J.CSDA.2018.11.002OpenAlexW2903514579MaRDI QIDQ1727920

Heng Lian, Xiang Wan, Lili Yue, Gao Rong Li

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.11.002

zbMATH Keywords

high-dimensional datarandomized experimentscausal inferenceaverage treatment effectelastic-netRubin causal model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (2)

Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates ⋮ Statistical inference of heterogeneous treatment effect based on single-index model

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