Research map / Probabilistic and scientific modeling / Treatment effects
Orthogonal Machine Learning: Power and Limitations
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use second-order orthogonal moments instead of first-order orthogonal moments | PLR treatment-effect estimation · Synthetic demand estimation (n=5000, p=1000, s=100) | bias: 2.78 -> 3. | Helped |
| Use second-order orthogonality rather than first-order orthogonality | PLR treatment-effect estimation · High-dimensional linear nuisance functions | maximum sparsity scaling: o({n^{1/2}}{/\log p}) -> o({n^{2/3}}{ /\log p}) | Helped |
| Use k-th order orthogonal moments instead of first-order orthogonality | Two-stage Z-estimation · General nuisance-function estimation | sufficient nuisance estimation rate for root-n inference: n^{-1/4} -> n^{-1/(2k+2)} | Helped |
| Use second-order orthogonal moments when treatment residuals are non-Gaussian | PLR treatment-effect estimation · PLR with non-Gaussian treatment residual | sufficient nuisance estimation rate for root-n inference: o(n^{-1/4}) -> o(n^{-1/6}) | Helped |
| Use second-order orthogonal moments when treatment residuals are conditionally Gaussian | PLR treatment-effect estimation · PLR with conditionally Gaussian treatment residual | non-degenerate root-n inference | Hurt |
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