Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
高维混杂效应模型中目标系数的简便估计
Often an investigator is interested in a single parameter or low-dimensional parameter vector (e.g. a treatment effect) in a regression model, rather than in the full set of regression coefficients. There may also be a relatively high-dimensional set of potential explanatory variables other than the effect of interest which, if omitted, could bias the estimate of the parameter of interest. However there may be too many such variables to include all of them without…