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Penalized regression procedures for variable selection in the potential outcomes framework

A recent topic of much interest in causal inference is model selection. In this article, we describe a framework in which to consider penalized regression approaches to variable selection for causal effects. The framework leads to a simple ‘impute, then select’ class of procedures that is agnostic t...

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Bibliographic Details
Published in:Stat Med
Main Authors: Ghosh, Debashis, Zhu, Yeying, Coffman, Donna L.
Format: Artigo
Language:Inglês
Published: 2015
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC4390482/
https://ncbi.nlm.nih.gov/pubmed/25628185
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sim.6433
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