Outcome Based Matching

Published 14 Dec 2017 in stat.AP | (1712.05063v1)

Abstract: We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric reduces variance in treatment effect estimates by weighting covariates related to the outcome and filtering out unrelated covariates.

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