mlsanityData to 7 Oct 2026

Doubly Robust Inference in Causal Latent Factor Models

arXiv 2402.11652 ↗First posted 18 Feb 2024econ.EM cs.LG stat.MEcited by 4

Not on the map. Why?

Abstract (arXiv)

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome imputation, inverse probability weighting, and a novel cross-fitting procedure for matrix completion. We derive finite-sample and asymptotic guarantees, and show that the error of the new estimator converges to a mean-zero Gaussian distribution at a parametric rate. Simulation results demonstrate the relevance of the formal properties of the estimators analyzed in this article.

Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 8 of its 31 references that are in the map. First posted on arXiv 18 Feb 2024.

Builds on

8 of 31 references.

References · 8

  1. 2021Causal Matrix Completioncited by 45
  2. 2019Low-Rank Matrix Completion: A Contemporary Surveycited by 43
  3. 2018Synthetic Difference in Differencescited by 41
  4. 2019Missing Not at Random in Matrix Completion: The Effectiveness of Estimating Missingness Probabilities Under a Low Nuclear Norm Assumptioncited by 29
  5. 2019On Robustness of Principal Component Regressioncited by 27
  6. 2021Matrix completion with data-dependent missingness probabilitiescited by 15
  7. 2022Counterfactual inference in sequential experimentscited by 13
  8. 2022Doubly robust nearest neighbors in factor modelscited by 9

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 1; 2025: 2; 2026: 1.

4 papers.