Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
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Publication:133315
DOI10.1214/19-aos1824zbMath1476.62045arXiv1801.09817OpenAlexW3032178513MaRDI QIDQ133315
Publication date: 1 April 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.09817
causal inferencemodel misspecificationinverse probability weightingpropensity scoredoubly robust estimationLasso penaltycalibrated estimationregularized M-estimation
Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
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