English

Average Adjusted Association: Efficient Estimation with High Dimensional Confounders

Methodology 2023-04-04 v2 Machine Learning Econometrics Machine Learning

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.

Keywords

Cite

@article{arxiv.2205.14048,
  title  = {Average Adjusted Association: Efficient Estimation with High Dimensional Confounders},
  author = {Sung Jae Jun and Sokbae Lee},
  journal= {arXiv preprint arXiv:2205.14048},
  year   = {2023}
}

Comments

35 pages, 3 tables

R2 v1 2026-06-24T11:31:05.407Z