Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score.

By Yang Ning, Sida Peng, Kosuke Imai. 2018

100 citations recorded by the source corpus.

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized M-estimators for the propensity score and outcome models. We then calibrate the initial estimate of the propensity score by balancing a carefully selected subset of covariates that are predictive of the outcome. Finally, the estimated propensity score is used to construct the inverse probability weighting estimator. We prove that the proposed estimator, which has the sample boundedness property, is root-n consistent, asymptotically normal, and semiparametrically efficient when the propensity score model is correctly specified and the outcome model is linear in covariates. More importantly, we show that our estimator remains root-n consistent and asymptotically normal so long as either the propensity score model or the outcome model is correctly specified. We provide valid confidence intervals in both cases and further extend these results to the case where the outcome model is a generalized linear model. In simulation studies, we find that the proposed methodology often estimates the average treatment effect more accurately than the existing methods. We also present an empirical application, in which we estimate the average causal effect of college attendance on adulthood political participation. Open-source software is available for implementing the proposed methodology.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/914cf355f8300c7bf07db734da89d8e8afe73e9a

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Citations in the corpus

The Balancing Act in Causal Inference (2021, background): “Similar estimators and their double robustness properties have received considerable attention lately (e.g., Benkeser et al., 2017; Bradic, Chernozhukov, et al., 2019; Bradic, Wager, et al., 2019; Ning et al., 2020).”
A unifying approach for doubly-robust $\ell_1$ regularized estimation of causal contrasts (2019, methodology): “1, but with the stringent requirement that the approximation error r (Z) be equal to 0 has been assumed by Tan (2018) and Ning et al. (2018) to prove the model double robustness property of their proposed estimators.”