Environment invariant linear least squares

DOI10.1214/24-AOS2435MaRDI QIDQ6656619zbMATH OpenFDO

Authors Jianqing Fan, Cong Fang, Yihong Gu, Tong Zhang

Publication date 3 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

zbMATH Keywords

endogeneityheterogeneityinvarianceleast squaresstructural causal modelinvariant risk minimizationmultiple environments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Causal inference from observational studies (62D20)

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 4072104 (Why is no real title available?)
• scientific article; zbMATH DE number 45532 (Why is no real title available?)
• scientific article; zbMATH DE number 6982327 (Why is no real title available?)
• A general theory of concave regularization for high-dimensional sparse estimation problems
• A generic kernel function for interior point methods
• Active learning of causal networks with intervention experiments and optimal designs
• Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
• Anchor Regression: Heterogeneous Data Meet Causality
• Best subset selection via a modern optimization lens
• Causal Dantzig: fast inference in linear structural equation models with hidden variables under additive interventions
• Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
• Causal inference in statistics. A primer
• Conditional variance penalties and domain shift robustness
• Endogeneity in high dimensions
• Exogeneity
• High-dimensional statistics. A non-asymptotic viewpoint
• Identifying the consequences of dynamic treatment strategies: a decision-theoretic overview
• Invariant causal prediction for sequential data
• Prediction, Estimation, and Attribution
• Simultaneous analysis of Lasso and Dantzig selector
• Stabilizing variable selection and regression
• Statistical foundations of data science
• Statistics for high-dimensional data. Methods, theory and applications.
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Probability Approach in Econometrics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• Causality pursuit from heterogeneous environments via neural adversarial invariance learning

This page was built for publication: Environment invariant linear least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6656619)