Doubly robust adaptive LASSO for effect modifier discovery
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Cites work
- A Doubly Robust Censoring Unbiased Transformation
- A tutorial on interaction
- BART: Bayesian additive regression trees
- Causal Interpretations of Black-Box Models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Debiased machine learning of conditional average treatment effects and other causal functions
- Double/debiased machine learning for treatment and structural parameters
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Doubly robust nonparametric inference on the average treatment effect
- Estimating treatment effect heterogeneity in randomized program evaluation
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
- Exact post-selection inference, with application to the Lasso
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Marginal structural models with counterfactual effect modifiers
- Multivariate adaptive regression splines
- Non-parametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
- On the Non-Negative Garrotte Estimator
- Random forests
- Robust inference on the average treatment effect using the outcome highly adaptive Lasso
- Root-N-Consistent Semiparametric Regression
- Targeted maximum likelihood learning
- The Adaptive Lasso and Its Oracle Properties
Cited in
(4)- Asymptotically efficient data-adaptive penalized shrinkage estimation with application to causal inference
- Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes
- Guidance on individualized treatment rule estimation in high dimensions
- A nonparametric framework for treatment effect modifier discovery in high dimensions
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