Overlap in observational studies with high-dimensional covariates
From MaRDI portal
Publication:2658764
Abstract: Estimating causal effects under exogeneity hinges on two key assumptions: unconfoundedness and overlap. Researchers often argue that unconfoundedness is more plausible when more covariates are included in the analysis. Less discussed is the fact that covariate overlap is more difficult to satisfy in this setting. In this paper, we explore the implications of overlap in observational studies with high-dimensional covariates and formalize curse-of-dimensionality argument, suggesting that these assumptions are stronger than investigators likely realize. Our key innovation is to explore how strict overlap restricts global discrepancies between the covariate distributions in the treated and control populations. Exploiting results from information theory, we derive explicit bounds on the average imbalance in covariate means under strict overlap and show that these bounds become more restrictive as the dimension grows large. We discuss how these implications interact with assumptions and procedures commonly deployed in observational causal inference, including sparsity and trimming.
Recommendations
- The role of covariate balance in observational studies
- Causal statistical inference in high dimensions
- Dealing with limited overlap in estimation of average treatment effects
- Robust estimation of causal effects via a high-dimensional covariate balancing propensity score
- Approximate residual balancing: debiased inference of average treatment effects in high dimensions
Cites work
- Approximate residual balancing: debiased inference of average treatment effects in high dimensions
- Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores
- Balancing covariates via propensity score weighting
- Dealing with limited overlap in estimation of average treatment effects
- Double/debiased machine learning for treatment and structural parameters
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Estimation and inference with weak, semi-strong, and strong identification
- scientific article; zbMATH DE number 3466325 (Why is no real title available?)
- scientific article; zbMATH DE number 3322635 (Why is no real title available?)
- scientific article; zbMATH DE number 3200971 (Why is no real title available?)
- Inference on treatment effects after selection among high-dimensional controls
- Information-type divergence when the likelihood ratios are bounded
- Instrumental variables as bias amplifiers with general outcome and confounding
- Irregular identification, support conditions, and inverse weight estimation
- Learning with Finite Memory
- Lower Bound on the Error Probability for Families with Bounded Likelihood Ratios
- Maximum likelihood estimation and uniform inference with sporadic identification failure
- Observational studies.
- On Divergences and Informations in Statistics and Information Theory
- On estimating regression-based causal effects using sufficient dimension reduction
- Robust confidence intervals for average treatment effects under limited overlap
- Robust inference on average treatment effects with possibly more covariates than observations
- Semiparametric efficiency in GMM models with auxiliary data
- Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
- Subsampling inference for the mean in the heavy-tailed case.
- The central role of the propensity score in observational studies for causal effects
- The prognostic analogue of the propensity score
Cited in
(26)- The designed bootstrap for causal inference in big observational data
- Augmented minimax linear estimation
- Estimating population average causal effects in the presence of non-overlap: the effect of natural gas compressor station exposure on cancer mortality
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
- The role of covariate balance in observational studies
- More efficient policy learning via optimal retargeting
- Towards optimal doubly robust estimation of heterogeneous causal effects
- Semiparametric estimation of long-term treatment effects
- Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
- Causal inference of general treatment effects using neural networks with a diverging number of confounders
- Prior and posterior checking of implicit causal assumptions
- Subgroup analysis and adaptive experiments crave for debiasing
- Benefits and costs of matching prior to a difference in differences analysis when parallel trends does not hold
- Identifying surrogate markers in real-world comparative effectiveness research
- Addressing positivity violations in causal effect estimation using Gaussian process priors
- Mahalanobis balancing: a multivariate perspective on approximate covariate balancing
- In Nonparametric and High-Dimensional Models, Bayesian Ignorability is an Informative Prior
- Data Fusion Using Weakly Aligned Sources
- Doubly robust and heteroscedasticity-aware sample trimming for causal inference
- Variance-based sensitivity analysis for weighting estimators results in more informative bounds
- Re-weighting the randomized controlled trial for generalization: finite-sample error and variable selection
- Local Gaussian Process Extrapolation for BART Models with Applications to Causal Inference
- A review of causal decision making
- An AI-powered Bayesian Generative Modeling Approach for Causal Inference in Observational Studies
- Parallel MCMC via machine learning classification and a Kullback-Leibler divergence criterion
- Efficient inference on high-dimensional linear models with missing outcomes
This page was built for publication: Overlap in observational studies with high-dimensional covariates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2658764)
