Penalized Empirical Likelihood for Doubly Robust Causal Inference under Contamination in High Dimensions
污染下高维双重稳健因果推断的惩罚经验似然AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确研究观察数据中的平均处理效应、倾向评分与双重稳健因果推断。
污染下高维双重稳健因果推断的惩罚经验似然AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We propose a doubly robust estimator for the average treatment effect in high dimensional low sample size observational studies, where contamination and model misspecification pose serious inferential challenges. The estimator combines bounded influence estimating equations for outcome modeling with covariate balancing propensity scores for treatment assignment, embedded within a penalized empirical likelihood framework using nonconvex regularization. It satisfies the oracle property by jointly achieving consistency under partial model correct ness, selection consistency, robustness to contamination, and asymptotic normality. For uncertainty quantification, we derive a finite sample confidence interval using cumulant generating functions and influence function corrections, avoiding reliance on asymptotic approximations. Simulation studies and applications to gene expression datasets (Golub and Khan) demonstrate superior performance in bias, error metrics, and interval calibration, highlighting the method robustness and inferential validity in HDLSS regimes. One notable aspect is that even in the absence of contamination, the proposed estimator and its confidence interval remain efficient compared to those of competing models.
内生性面板数据中连续处理效应的双重/去偏机器学习
We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous treatments and various forms of endogeneity, and introduces a cross-fitting scheme to restore independence after eliminating time fixed effects. A penalized GMM debiasing term enables automatic debiased machine learning with endogeneity. Our…
弱识别函数的强识别泛函推断
Abstract In a variety of applications, including nonparametric instrumental variable (NPIV) analysis, proximal causal inference under unmeasured confounding, and analysis of missing-not-at-random data with shadow variables, we are interested in inference on a continuous linear functional (e.g. average causal effects) of nuisance functions (e.g. NPIV regression) defined by conditional moment restrictions. These nuisance functions are often weakly identified, meaning the…
观察性研究中多值处理政策学习的模型选择
This study investigates the policy learning problem in observational studies, where the treatment variable can be multivalued and the propensity scores are unknown. We approximate the optimal policy in a global policy class with infinite complexity (VC/Natarajan) dimension, using a sequence of sieve policy classes with finite complexity dimension. The optimal policy within each sieve class is estimated by maximizing the empirical welfare, constructed through the doubly…
基于条件矩方法的异质性处理效应估计
We propose a new estimator for heterogeneous treatment effects in a partially linear model (PLM) with multiple exogenous covariates and a potentially endogenous treatment variable. Our approach integrates a Robinson transformation to handle the nonparametric component, the Smooth Minimum Distance (SMD) method to leverage conditional mean independence restrictions, and a Neyman-Orthogonalized first-order condition (FOC). By employing regularized model selection techniques…
用于模型检验的高斯过程方法
This paper proposes a Gaussian process (GP) approach for testing conditional moment restrictions. Tests are based on squared Neyman orthogonal function-parametric processes integrated with respect to a GP distribution. This methodology leads to a general unified framework of kernel-based tests having the following properties: (i) bootstrap tests are easy to implement in the presence of nuisance parameters (they are simple quadratic forms, and there is no need to reestimate…
配对随机实验中的协变量调整
This paper studies inference for the average treatment effect (ATE) in experiments in which treatment status is determined according to “matched pairs” and it is additionally desired to adjust for observed, baseline covariates to gain further precision. By a “matched pairs” design, we mean that units are sampled i.i.d. from the population of interest, paired according to observed, baseline covariates, and finally, within each pair, one unit is selected at random for…