Efficient adjustment for complex covariates: Gaining efficiency with DOPE

• URL: http://arxiv.org/abs/2402.12980v1
• Date: Tue, 20 Feb 2024 13:02:51 GMT
• Title: Efficient adjustment for complex covariates: Gaining efficiency with DOPE
• Authors: Alexander Mangulad Christgau and Niels Richard Hansen
• Abstract summary: We propose a framework that accommodates adjustment for any subset of information expressed by the covariates. Based on our theoretical results, we propose the Debiased Outcome-adapted Propensity Estorimator (DOPE) for efficient estimation of the average treatment effect (ATE) Our results show that the DOPE provides an efficient and robust methodology for ATE estimation in various observational settings.
• Score: 56.537164957672715
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal adjustment, which enables efficient estimation of the ATE. However, graphical approaches are challenging for high-dimensional and complex data, and it is not straightforward to specify a meaningful graphical model of non-Euclidean data such as texts. We propose an general framework that accommodates adjustment for any subset of information expressed by the covariates. We generalize prior works and leverage these results to identify the optimal covariate information for efficient adjustment. This information is minimally sufficient for prediction of the outcome conditionally on treatment. Based on our theoretical results, we propose the Debiased Outcome-adapted Propensity Estimator (DOPE) for efficient estimation of the ATE, and we provide asymptotic results for the DOPE under general conditions. Compared to the augmented inverse propensity weighted (AIPW) estimator, the DOPE can retain its efficiency even when the covariates are highly predictive of treatment. We illustrate this with a single-index model, and with an implementation of the DOPE based on neural networks, we demonstrate its performance on simulated and real data. Our results show that the DOPE provides an efficient and robust methodology for ATE estimation in various observational settings.

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