Covariate Selection for Doubly Robust Double/debiased Machine Learning Estimators for Causal Inference

arXiv:2609.17238 · stat.ME, stat.ML · Submitted 2026-09-15 · Read on arXiv

stat.ME, stat.ML

Submitted: 2026-09-15

Updated: 2026-09-15

Comments: 39 pages, 4 figures

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Regularization — 27× in this paper · explained in 3 episodes
• Causal Inference — 20× in this paper · explained in 4 episodes
• Sparsity — 12× in this paper · explained in 4 episodes
• Robustness — 11× in this paper · explained in 5 episodes
• Consistency — 8× in this paper · explained in 3 episodes
• Score Function — 4× in this paper · explained in 4 episodes
• Feature Selection — 1× in this paper · explained in 4 episodes
• Generalization — 1× in this paper · explained in 13 episodes
• Systematic Bias — 1× in this paper · explained in 3 episodes

Sources

• Inference for High-Dimensional Sparse Econometric Models
• Applied Causal Inference Powered by ML and AI

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