# Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics

arXiv: https://arxiv.org/abs/2408.06103 · HTML: https://mlsanity.com/paper/2408.06103/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Aug 2024.

## Built on by (most cited first, 3 of 3)

- [High-Dimensional Statistics: Reflections on Progress and Open Problems](https://mlsanity.com/paper/2605.05076/) (2026)
- [Self-Distillation is Optimal Among Spectral Shrinkage Estimators in Spiked Covariance Models](https://mlsanity.com/paper/2605.17778/) (2026)
- [Stabilized Higher-Order Influence Functions: Statistical Theory of a Class of Bilinear Forms](https://mlsanity.com/paper/2607.04743/) (2026)

## Abstract (arXiv)

In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average treatment effects in high-dimensional observational studies. Under the ``proportional asymptotic'' regime and Gaussian covariates with known (population) covariance Sigma, we derive Consistent and Asymptotically Normal (CAN) estimators of our targets of inference through a Method-of-Moments type of estimators that bypasses estimation of high dimensional nuisance functions and hyperparameter tuning altogether. Additionally, under non-Gaussian covariates, we demonstrate universality of our results under certain additional assumptions on the regression coefficients and Sigma. We also demonstrate that knowing Sigma is not essential to our proposed methodology when the sample covariance matrix estimator is invertible. Finally, we complement our theoretical results with numerical experiments and comparisons with existing literature.