Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
Sung Jae Jun and
Sokbae (Simon) Lee
Papers from arXiv.org
Abstract:
The log odds ratio is a well-established metric for evaluating the association between binary outcome and exposure variables. Despite its widespread use, there has been limited discussion on how to summarize the log odds ratio as a function of confounders through averaging. To address this issue, we propose the Average Adjusted Association (AAA), which is a summary measure of association in a heterogeneous population, adjusted for observed confounders. To facilitate the use of it, we also develop efficient double/debiased machine learning (DML) estimators of the AAA. Our DML estimators use two equivalent forms of the efficient influence function, and are applicable in various sampling scenarios, including random sampling, outcome-based sampling, and exposure-based sampling. Through real data and simulations, we demonstrate the practicality and effectiveness of our proposed estimators in measuring the AAA.
Date: 2022-05, Revised 2023-04
New Economics Papers: this item is included in nep-big, nep-cmp and nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2205.14048
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