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High-dimensional regression adjustments in randomized experiments

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the average treatment effect. Our results considerably extend the...

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Publicat a:Proc Natl Acad Sci U S A
Autors principals: Wager, Stefan, Du, Wenfei, Taylor, Jonathan, Tibshirani, Robert J.
Format: Artigo
Idioma:Inglês
Publicat: National Academy of Sciences 2016
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC5111650/
https://ncbi.nlm.nih.gov/pubmed/27791165
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1614732113
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