Year: 2023
Type: article
Abstract: In causal analysis of high dimensional data, it is important to reduce the dimension of covariates and transform them appropriately to control confounders that affect treatment and potential outcomes.The augmented inverse probability weighting (AIPW) method is mainly used for estimation of average treatment effect (ATE).AIPW estimator can be obtained by using estimated propensity score and outcome model.ATE estimator can be inconsistent or have large asymptotic variance when using estimated propensity score and outcome model obtained by parametric methods that includes all covariates, especially for high dimensional data.For this reason, an ATE estimation using an appropriate dimension reduction method and semiparametric model for high dimensional data is attracting attention.Semiparametric method or sparse sufficient dimensionality reduction method can be uesd for dimension reduction for the estimation of propensity score and outcome model.Recently, another method has been proposed that does not use propensity score and outcome regression.After reducing dimension of covariates, ATE estimation can be performed using matching.Among the studies on ATE estimation methods for high dimensional data, four recently proposed studies will be introduced, and how to interpret the estimated ATE will be discussed.
Author: Mijeong Kim
Institution: Ewha Womans University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
Award: G523740246
OpenAlex ID: W4386064313