2017/12/14 by Jonathan Bates, Bates, Jonathan, Alexander Cloninger +1
Economics, Econometrics and Finance · Mathematics · #Advanced Causal Inference Techniques #Applications (stat.AP) #FOS: Computer and information sciences #Health Systems, Economic Evaluations, Quality of Life #Healthcare Policy and Management
paper · pdf · doi:10.48550/arxiv.1712.05063
openalex publication_date 2017/12/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric reduces variance in treatment effect estimates by weighting covariates related to the outcome and filtering out unrelated covariates.