Covariate Selection for Doubly Robust Double/debiased Machine Learning Estimators for Causal Inference
因果推断中双重稳健双重/去偏机器学习估计的协变量选择
High-dimensional data create challenges for causal effect estimation because identifying the covariates needed for correct model specification becomes increasingly difficult. Double/debiased machine learning (DML) facilitates the use of machine learning (ML) for causal inference by mitigating regularization and overfitting bias, but comparatively less attention has been given to covariate selection in relation to the double robustness (DR) property possessed by some DML…