Model averaging for estimating treatment effects

DOI10.1007/S10463-023-00876-4MaRDI QIDQ6138753zbMATH OpenOpenAlexFDO

Authors Zhihao Zhao, Xinyu Zhang, Guohua Zou, Alan T. K. Wan, Geoffrey K. F. Tso

Publication date 16 January 2024

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-023-00876-4

zbMATH Keywords

asymptotic optimalitycausal inferencemodel averagetreatment effects

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• A new study on asymptotic optimality of least squares model averaging
• Adaptive Regression by Mixing
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bias-Corrected Matching Estimators for Average Treatment Effects
• Combining estimates of conditional treatment effects
• Combining Linear Regression Models
• Complete subset averaging with many instruments
• Constructing optimal instruments by first-stage prediction averaging
• Convergence rates and asymptotic normality for series estimators
• Distribution theory of the least squares averaging estimator
• Efficient semiparametric estimation of multi-valued treatment effects under ignorability
• Frequentist Model Average Estimators
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• Inference after model averaging in linear regression models
• Inference on treatment effects after selection among high-dimensional controls
• Jackknife model averaging
• Large Sample Properties of Matching Estimators for Average Treatment Effects
• Least Squares Model Averaging
• Least squares model averaging by Mallows criterion
• Model averaging based on Kullback-Leibler distance
• Model Selection for Estimating Treatment Effects
• Model selection principles in misspecified models
• Model Selection: An Integral Part of Inference
• Optimal weight choice for frequentist model average estimators
• Parsimonious Model Averaging With a Diverging Number of Parameters
• Program evaluation and causal inference with high-dimensional data
• Statistics and Causal Inference

Cited in

(1)

• Optimal averaging estimator of heterogeneous treatment effects for single-index models

This page was built for publication: Model averaging for estimating treatment effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6138753)