The synthetic instrument: From sparse association to sparse causation
合成工具变量:从稀疏关联到稀疏因果效应
In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures and the outcome are sparse. These methods, however, do not estimate the causal effects in the presence of unmeasured confounding. In this paper, we consider an alternative approach that assumes the causal effects in view are sparse. We…