Outcome-adaptive lasso: variable selection for causal inference

1 code implementation • Biometrics 2017 • Susan M Shortreed, Ashkan Ertefaie

Traditionally, a “throw in the kitchen sink” approach has been used to select covariates for inclusion into the propensity score, but recent work shows including unnecessary covariates can impact both the bias and statistical efficiency of propensity score estimators.

Causal Inference Variable Selection