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A Double Machine Learning Approach to Combining Experimental and Observational Data

Author

Listed:
  • Harsh Parikh
  • Marco Morucci
  • Vittorio Orlandi
  • Sudeepa Roy
  • Cynthia Rudin
  • Alexander Volfovsky

Abstract

Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption violations and estimate treatment effects consistently. Our framework tests for violations of external validity and ignorability under milder assumptions. When only one of these assumptions is violated, we provide semiparametrically efficient treatment effect estimators. However, our no-free-lunch theorem highlights the necessity of accurately identifying the violated assumption for consistent treatment effect estimation. Through comparative analyses, we show our framework's superiority over existing data fusion methods. The practical utility of our approach is further exemplified by three real-world case studies, underscoring its potential for widespread application in empirical research.

Suggested Citation

  • Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky, 2023. "A Double Machine Learning Approach to Combining Experimental and Observational Data," Papers 2307.01449, arXiv.org, revised Apr 2024.
    • Handle: RePEc:arx:papers:2307.01449
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    File URL: http://arxiv.org/pdf/2307.01449
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    References listed on IDEAS

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    1. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018. "Double/debiased machine learning for treatment and structural parameters," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February.
    2. Susan Athey & Raj Chetty & Guido Imbens, 2020. "Combining Experimental and Observational Data to Estimate Treatment Effects on Long Term Outcomes," Papers 2006.09676, arXiv.org.
    3. Blackwell, Matthew, 2014. "A Selection Bias Approach to Sensitivity Analysis for Causal Effects," Political Analysis, Cambridge University Press, vol. 22(2), pages 169-182, April.
    4. Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
    5. Rajeev H. Dehejia & Sadek Wahba, 2002. "Propensity Score-Matching Methods For Nonexperimental Causal Studies," The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 151-161, February.
    6. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
    7. Erin Hartman & Richard Grieve & Roland Ramsahai & Jasjeet S. Sekhon, 2015. "From sample average treatment effect to population average treatment effect on the treated: combining experimental with observational studies to estimate population treatment effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 757-778, June.
    8. AmirEmad Ghassami & Alan Yang & David Richardson & Ilya Shpitser & Eric Tchetgen Tchetgen, 2022. "Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects," Papers 2201.10743, arXiv.org, revised Apr 2022.
    9. de Luna Xavier & Johansson Per, 2014. "Testing for the Unconfoundedness Assumption Using an Instrumental Assumption," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 1-13, September.
    10. Glynn, Adam N. & Quinn, Kevin M., 2010. "An Introduction to the Augmented Inverse Propensity Weighted Estimator," Political Analysis, Cambridge University Press, vol. 18(1), pages 36-56, January.
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    Cited by:

    1. Melody Y Huang & Sarah E Robertson & Harsh Parikh, 2024. "Towards Generalizing Inferences from Trials to Target Populations," Papers 2402.17042, arXiv.org.

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