Authors
Alberto Abadie, Anish Agarwal, Raaz Dwivedi, Abhin Shah
Publication date
2024/2/18
Journal
arXiv preprint arXiv:2402.11652
Description
This article introduces a new framework for estimating average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome imputation, inverse probability weighting, and a novel cross-fitting procedure for matrix completion. We derive finite-sample and asymptotic guarantees, and show that the error of the new estimator converges to a mean-zero Gaussian distribution at a parametric rate. Simulation results demonstrate the practical relevance of the formal properties of the estimators analyzed in this article.
Total citations
2023202411
Scholar articles
A Abadie, A Agarwal, R Dwivedi, A Shah - arXiv preprint arXiv:2402.11652, 2024