JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 670
Type: Contributed
Date/Time: Thursday, August 2, 2012 : 10:30 AM to 12:20 PM
Sponsor: Social Statistics Section
Abstract - #305133
Title: Model-Free Selection of Covariates for Estimating Average Causal Effects
Author(s): Jenny Häggström*+ and Emma Persson and Xavier Luna de Luna and Ingeborg Waernbaum
Companies: Umeå University and Umeå University and Umeå University and Umeå University
Address: Umeå University, Umeå, International, 90187, Sweden
Keywords: Unconfoundedness ; Covariate selection ; Average causal effect ; Dimension reduction ; Kernel-based smoothing

In observational studies the choice of covariates to control for in order for unconfoundedness to hold should primarily be based on subject matter theories, although the latter typically give only partial guidance. Including unnecessary covariates is, however, suboptimal when the effect of a binary treatment is estimated nonparametrically. De Luna, Waernbaum and Richardson (Biometrika, 2011), embracing the Neyman-Rubin model, characterize subsets from the original reservoir of covariates that are minimal in the sense that the treatment ceases to be unconfounded given any proper subset of these minimal sets and propose data-driven algorithms for the selection of minimal sets of covariates. We have implemented these algorithms in a R-package for model free selection of covariates in situations where the parameter of interest is an average causal effect. It allows the user to choose between two model free dimension reduction techniques: marginal co-ordinate hypothesis tests (Cook, Annals of Statistics, 2004) and kernel-based smoothing (Li, Racine and Wooldridge, Journal of Business & Economic Statistics, 2009). The performance of the methods are evaluated in a simulation study.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.