4 papers · 1 filter
Undersmoothed LASSO Models for Propensity Score Weighting and Synthetic Negative Control Exposures for Bias Detection
Richard Wyss, Ben B. Hansen, Georg Hahn +2
The propensity score (PS) is often used to control for large numbers of covariates in high-dimensional healthcare database studies. The least absolute shrinkage and selection opera…
Nonparametric Instrumental Variable Inference with Many Weak Instruments
Lars van der Laan, Nathan Kallus, Aurélien Bibaut
We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regi…
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands
Lars van der Laan, Aurelien Bibaut, Nathan Kallus +1
We develop a unified framework for automatic debiased machine learning (autoDML) for inference on a broad class of statistical parameters. The framework applies to any smooth funct…
Stabilized Inverse Probability Weighting via Isotonic Calibration
Lars van der Laan, Ziming Lin, Marco Carone +1
Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity…