Covariate selection with group lasso and doubly robust estimation of causal effects

DOI10.1111/biom.12736zbMath1415.62110OpenAlexW2690196794WikidataQ38715739 ScholiaQ38715739MaRDI QIDQ3119797

David M. Vock, Brandon Koch, Julian Wolfson

Publication date: 13 March 2019

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5740021

zbMATH Keywords

variable selectiongroup Lassocausal inferencedoubly robust estimatorsaverage treatment effectGLiDeR (Group Lasso and Doubly Robust Estimation)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (2)

Power comparison for propensity score methods ⋮ Discussion of: ``Akaike Memorial Lecture 2020: Some of the challenges of statistical applications

Uses Software

• MICE

Cites Work

• Sparse estimators and the oracle property, or the return of Hodges' estimator
• A New Criterion for Confounder Selection
• Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
• Covariate selection for the nonparametric estimation of an average treatment effect
• Bayesian Effect Estimation Accounting for Adjustment Uncertainty
• On model selection and model misspecification in causal inference
• Model averaged double robust estimation
• Model Selection and Estimation in Regression with Grouped Variables
• A fast unified algorithm for solving group-lasso penalize learning problems

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