Doubly Robust Adaptive LASSO for Effect Modifier Discovery

by   Asma Bahamyirou, et al.

Effect modification occurs when the effect of the treatment on an outcome differs according to the level of a third variable (the effect modifier, EM). A natural way to assess effect modification is by subgroup analysis or include the interaction terms between the treatment and the covariates in an outcome regression. The latter, however, does not target a parameter of a marginal structural model (MSM) unless a correctly specified outcome model is specified. Our aim is to develop a data-adaptive method to select effect modifying variables in an MSM with a single time point exposure. A two-stage procedure is proposed. First, we estimate the conditional outcome expectation and propensity score and plug these into a doubly robust loss function. Second, we use the adaptive LASSO to select the EMs and estimate MSM coefficients. Post-selection inference is then used to obtain coverage on the selected EMs. Simulations studies are performed in order to verify the performance of the proposed methods.


page 1

page 2

page 3

page 4


Doubly robust estimation for conditional treatment effect: a study on asymptotics

In this paper, we apply doubly robust approach to estimate, when some co...

Assumption-lean inference for generalised linear model parameters

Inference for the parameters indexing generalised linear models is routi...

A Semiparametric Approach to Model Effect Modification

One fundamental statistical question for research areas such as precisio...

Semiparametric Estimation of Average Treatment Effect with Sieve Method

Correctly identifying treatment effects in observational studies is very...

Data Integration through outcome adaptive LASSO and a collaborative propensity score approach

Administrative data, or non-probability sample data, are increasingly be...

Doubly robust estimation of average treatment effect revisited

The research described herewith is to re-visit the classical doubly robu...

Post-randomization Biomarker Effect Modification in an HIV Vaccine Clinical Trial

While the HVTN 505 trial showed no overall efficacy of the tested vaccin...