Covariate selection with group lasso and doubly robust estimation of causal effects.

The efficiency of doubly robust estimators of the average causal effect (ACE) of a treatment can be improved by including in the treatment and outcome models only those covariates which are related to both treatment and outcome (i.e., confounders) or related only to the outcome. However, it is often challenging to identify such covariates among the large… CONTINUE READING