Lasso adjustments of treatment effect estimates in randomized experiments
From MaRDI portal
Publication:2962335
Abstract: We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large. Investigators often use linear multivariate regression to analyze randomized experiments instead of simply reporting the difference of means between treatment and control groups. Their aim is to reduce the variance of the estimated treatment effect by adjusting for covariates. If there are a large number of covariates relative to the number of observations, regression may perform poorly because of overfitting. In such cases, the Lasso may be helpful. We study the resulting Lasso-based treatment effect estimator under the Neyman-Rubin model of randomized experiments. We present theoretical conditions that guarantee that the estimator is more efficient than the simple difference-of-means estimator, and we provide a conservative estimator of the asymptotic variance, which can yield tighter confidence intervals than the difference-of-means estimator. Simulation and data examples show that Lasso-based adjustment can be advantageous even when the number of covariates is less than the number of observations. Specifically, a variant using Lasso for selection and OLS for estimation performs particularly well, and it chooses a smoothing parameter based on combined performance of Lasso and OLS.
Recommendations
- Lasso-adjusted treatment effect estimation under covariate-adaptive randomization
- Selective Inference for Effect Modification Via the Lasso
- Robust inference on the average treatment effect using the outcome highly adaptive Lasso
- Estimation, prediction and inference for the LASSO random effects model
- Lasso-type estimation for covariate-adjusted linear model
- On regression adjustments in experiments with several treatments
- Estimations of treatment effects based on covariate adjusted nonparametric methods
- A random model approach for the LASSO
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
- Non-parametric adjustment for covariates when estimating a treatment effect
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A simple method for estimating interactions between a treatment and a large number of covariates
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique
- Higher order inference on a treatment effect under low regularity conditions
- On regression adjustments in experiments with several treatments
- On regression adjustments to experimental data
- On the application of probability theory to agricultural experiments. Essay on principles. Section 9. Translated from the Polish and edited by D. M. Dąbrowska and T. P. Speed
- Optimal tests of treatment effects for the overall population and two subpopulations in randomized trials, using sparse linear programming
- Randomization does not justify logistic regression
- Statistics and Causal Inference
- Statistics for high-dimensional data. Methods, theory and applications.
Cited in
(26)- High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables
- Randomization Tests for Weak Null Hypotheses in Randomized Experiments
- Moving beyond the conventional stratified analysis to estimate an overall treatment efficacy with the data from a comparative randomized clinical study
- Model-Assisted Complier Average Treatment Effect Estimates in Randomized Experiments with Noncompliance
- Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
- On the covariate-adjusted estimation for an overall treatment difference with data from a randomized comparative clinical trial
- Statistical inference of heterogeneous treatment effect based on single-index model
- High-dimensional regression adjustments in randomized experiments
- Covariate-adaptive randomization with variable selection in clinical trials
- Regression adjustment for treatment effect with multicollinearity in high dimensions
- Regression-adjusted average treatment effect estimates in stratified randomized experiments
- Model-assisted estimators with auxiliary functional data
- Robust causal inference for incremental return on ad spend with randomized paired geo experiments
- Rerandomization with diminishing covariate imbalance and diverging number of covariates
- Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings
- Design-Based Ratio Estimators and Central Limit Theorems for Clustered, Blocked RCTs
- Approximate residual balancing: debiased inference of average treatment effects in high dimensions
- Stable Discovery of Interpretable Subgroups via Calibration in Causal Studies
- The Generalized Oaxaca-Blinder Estimator
- Pair-Switching Rerandomization
- Randomization-based Joint Central Limit Theorem and Efficient Covariate Adjustment in Randomized Block 2 K Factorial Experiments
- Instrument Validity Tests With Causal Forests
- Improving precision and power in randomized trials for COVID‐19 treatments using covariate adjustment, for binary, ordinal, and time‐to‐event outcomes
- Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
- Covariate-adjusted Fisher randomization tests for the average treatment effect
- Causal inference: a missing data perspective
This page was built for publication: Lasso adjustments of treatment effect estimates in randomized experiments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2962335)
