Averaging causal estimators in high dimensions
作者： Joseph Antonelli , Matthew Cefalu
关键词: Computer science 、 Causal effect 、 Causal inference 、 Econometrics 、 Estimation 、 Set (psychology) 、 Estimator 、 Coupling (probability) 、 High-dimensional statistics 、 Robustness (computer science)
摘要: … for large numbers of covariates and produce consistent estimates of causal effects from … to consider the problem of variable selection or model selection for causal estimation in low-…
scilit.net参考文章(37)
David Draper, Assessment and Propagation of Model Uncertainty Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 57, pp. 45- 70 ,(1995) , 10.1111/J.2517-6161.1995.TB02015.X
Ander Wilson, Brian J. Reich, Confounder selection via penalized credible regions. Biometrics. ,vol. 70, pp. 852- 861 ,(2014) , 10.1111/BIOM.12203
Paul R. Rosenbaum, Reducing Bias in Observational Studies Using Subclassification on the Propensity Score Journal of the American Statistical Association. ,vol. 79, pp. 516- 524 ,(1984) , 10.2307/2288398
Neal Thomas, Donald B. Rubin, Matching Using Estimated Propensity Scores: Relating Theory to Practice Matched Sampling for Causal Effects. ,vol. 52, pp. 263- 281 ,(1996) , 10.1017/CBO9780511810725.024
M. Ghosh, J. N. K. Rao, Small Area Estimation: An Appraisal Statistical Science. ,vol. 9, pp. 55- 76 ,(1994) , 10.1214/SS/1177010647
Chi Wang, Giovanni Parmigiani, Francesca Dominici, Bayesian effect estimation accounting for adjustment uncertainty. Biometrics. ,vol. 68, pp. 661- 671 ,(2012) , 10.1111/J.1541-0420.2011.01731.X
Hui Zou, The adaptive lasso and its oracle properties Journal of the American Statistical Association. ,vol. 101, pp. 1418- 1429 ,(2006) , 10.1198/016214506000000735
Mark J. van der Laan, Daniel Rubin, Targeted Maximum Likelihood Learning The International Journal of Biostatistics. ,vol. 2, pp. 1- 40 ,(2006) , 10.2202/1557-4679.1043
Ron C. Mittelhammer, George G. Judge, Combining estimators to improve structural model estimation and inference under quadratic loss Journal of Econometrics. ,vol. 128, pp. 1- 29 ,(2005) , 10.1016/J.JECONOM.2004.08.006
A. Chatterjee, S. N. Lahiri, Asymptotic properties of the residual bootstrap for Lasso estimators Proceedings of the American Mathematical Society. ,vol. 138, pp. 4497- 4509 ,(2010) , 10.1090/S0002-9939-2010-10474-4