# Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions

arXiv: https://arxiv.org/abs/1604.07125 · HTML: https://mlsanity.com/paper/1604.07125/

## Key facts

- Cited by 50 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 25 Apr 2016.

## Built on by (most cited first, 30 of 50)

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- [Deconfounding Scores: Feature Representations for Causal Effect Estimation with Weak Overlap](https://mlsanity.com/paper/2104.05762/) (2021)
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- [Automatic Double Machine Learning for Continuous Treatment Effects](https://mlsanity.com/paper/2104.10334/) (2021)
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- [Optimally taming biases in black-box models for efficient semiparametric estimation](https://mlsanity.com/paper/2606.06368/) (2026)
- [Causal inference through multi-stage learning and doubly robust deep neural networks](https://mlsanity.com/paper/2407.08560/) (2024)
- [Automatic debiasing of neural networks via moment-constrained learning](https://mlsanity.com/paper/2409.19777/) (2024)
- [A Two-armed Bandit Framework for A/B Testing](https://mlsanity.com/paper/2507.18118/) (2025)
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## Abstract (arXiv)

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on pre-treatment variables. The unconfoundedness assumption is often more plausible if a large number of pre-treatment variables are included in the analysis, but this can worsen the performance of standard approaches to treatment effect estimation. In this paper, we develop a method for de-biasing penalized regression adjustments to allow sparse regression methods like the lasso to be used for sqrt{n}-consistent inference of average treatment effects in high-dimensional linear models. Given linearity, we do not need to assume that the treatment propensities are estimable, or that the average treatment effect is a sparse contrast of the outcome model parameters. Rather, in addition standard assumptions used to make lasso regression on the outcome model consistent under 1-norm error, we only require overlap, i.e., that the propensity score be uniformly bounded away from 0 and 1. Procedurally, our method combines balancing weights with a regularized regression adjustment.
