Doubly-robust inference for conditional average treatment effects with high-dimensional controls
高维控制变量下条件平均处理效应的双重稳健推断
Plausible identification of conditional average treatment effects (CATEs) can rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires estimating first-stage models whose consistency relies on correctly specifying their parametric forms. While doubly-robust estimators of the CATE exist, inference procedures based on the second-stage CATE estimator are not doubly-robust. Using…