Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates
Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates
In this paper, a two-stage estimation procedure is proposed to obtain an efficient propensity score (PS) based estimator for the average treatment effect (ATE) with multicollinearity in high-dimensional covariates. In the first stage, we adjust the usual Horvitz–Thompson estimator of the ATE by incorporating instrumental variables in parametric PS models …