A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates
估计处理与大量协变量交互作用的简便方法
We consider a setting in which we have a treatment and a potentially large number of covariates for a set of observations, and wish to model their relationship with an outcome of interest. We propose a simple method for modeling interactions between the treatment and covariates. The idea is to modify the covariate in a simple way, and then fit a standard model using the modified covariates and no main effects. We show that coupled with an efficiency augmentation procedure,…