Approximate Residual Balancing: Debiased Inference of Average Treatment Effects in High Dimensions

DOI10.1111/rssb.12268zbMath1398.62194arXiv1604.07125WikidataQ108880020 ScholiaQ108880020MaRDI QIDQ4962082

Guido W. Imbens, Susan Athey, Stefan Wager

Publication date: 30 October 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07125

zbMATH Keywords

causal inference; potential outcomes; sparse estimation; propensity score

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J12: Generalized linear models (logistic models)