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
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…