Variable selection in double/debiased machine learning for causal inference: an outcome-adaptive approach

DOI10.1080/03610918.2021.2001655OpenAlexW3213752564WikidataQ130421075 ScholiaQ130421075MaRDI QIDQ6204952FDOQ6204952

Authors: Mototsugu Shintani 

Publication date: 11 April 2024

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.2001655

zbMATH Keywords

causal inferencehigh-dimensional datamachine learningdouble/debiased machine learningoutcome-adaptive Lasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Causal inference from observational studies (62D20)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Double/debiased machine learning for treatment and structural parameters
• Doubly Robust Estimation in Missing Data and Causal Inference Models
• The central role of the propensity score in observational studies for causal effects
• Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
• Variable Selection Methods in High-dimensional Regression—A Simulation Study
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
• Outcome‐adaptive lasso: Variable selection for causal inference
• Variable selection – A review and recommendations for the practicing statistician
• Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics

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