Sufficient dimension reduction for average causal effect estimation
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Publication:2147407
Abstract: Having a large number of covariates can have a negative impact on the quality of causal effect estimation since confounding adjustment becomes unreliable when the number of covariates is large relative to the samples available. Propensity score is a common way to deal with a large covariate set, but the accuracy of propensity score estimation (normally done by logistic regression) is also challenged by large number of covariates. In this paper, we prove that a large covariate set can be reduced to a lower dimensional representation which captures the complete information for adjustment in causal effect estimation. The theoretical result enables effective data-driven algorithms for causal effect estimation. We develop an algorithm which employs a supervised kernel dimension reduction method to search for a lower dimensional representation for the original covariates, and then utilizes nearest neighbor matching in the reduced covariate space to impute the counterfactual outcomes to avoid large-sized covariate set problem. The proposed algorithm is evaluated on two semi-synthetic and three real-world datasets and the results have demonstrated the effectiveness of the algorithm.
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Cited in
(8)- On estimating regression-based causal effects using sufficient dimension reduction
- Propensity score modelling in observational studies using dimension reduction methods
- On sufficient dimension reduction methods based on a graphical model with non-concave penalty
- Impact of sufficient dimension reduction in nonparametric estimation of causal effect
- A robust and efficient approach to causal inference based on sparse sufficient dimension reduction
- Data-driven algorithms for dimension reduction in causal inference
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Information preserving sufficient summaries for dimension reduction
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