Biometrics 2017

Outcome-adaptive lasso: variable selection for causal inference

Biometrics 2017 tom-beer/Outcome-Adaptive-LASSO

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