跳到正文
← 返回论文列表与筛选
阅读说明

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。

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。

分类依据与纠错

AI 根据所提供的论文材料归类:摘要明确研究条件无混杂下平均处理效应的高维估计、协变量平衡与去偏推断。

反馈分类问题

正在核对关联版本…

代码、数据与补充材料

正在核对对应版本的资源…

关注这篇论文的作者
Susan Athey
Guido W. Imbens
Stefan Wager

近似残差平衡:高维平均处理效应的去偏推断

研究问题
在依赖条件无混杂且处理前协变量很多的情形下,如何对正则化回归调整去偏,获得平均处理效应的有效速率推断?
方法与思路
作者将平衡权重与正则化回归调整结合,在高维线性结果模型中,借助重叠性及 lasso 误差控制条件进行去偏。
材料陈述的贡献
摘要称方法支持平均处理效应的平方根样本量一致推断,无需处理概率可估计,也无需处理效应是结果模型参数的稀疏对比。
阅读关注点
应核对无混杂与线性条件、重叠性的统一界、结果模型稀疏性及设计要求,以及权重约束、去偏公式和推断构造。
阅读边界
仅据 Crossref 摘要;无混杂、线性、重叠性及 lasso 条件仍是关键前提,具体技术条件未说明,不能推广到任意非线性结果模型。

原文摘要

Summary There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on pretreatment variables. The unconfoundedness assumption is often more plausible if a large number of pretreatment variables are included in the analysis, but this can worsen the performance of standard approaches to treatment effect estimation. We develop a method for debiasing penalized regression adjustments to allow sparse regression methods like the lasso to be used for √n-consistent inference of average treatment effects in high dimensional linear models. Given linearity, we do not need to assume that the treatment propensities are estimable, or that the average treatment effect is a sparse contrast of the outcome model parameters. Rather, in addition to standard assumptions used to make lasso regression on the outcome model consistent under 1-norm error, we require only overlap, i.e. that the propensity score be uniformly bounded away from 0 and 1. Procedurally, our method combines balancing weights with a regularized regression adjustment.

笔记与分组
相关领域论文