Valid post-selection inference for penalized G-estimation
惩罚 G 估计的有效选择后推断
Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect modifiers are not predefined and need to be discovered, data-adaptive selection approaches become essential. However, with data-driven model selection, the quantification of statistical uncertainty is complicated by post-selection inference…