A Two-Stage Feature Selection Approach for Robust Evaluation of Treatment Effects in High-Dimensional Observational Data (2111.13800v2)

Abstract: A Randomized Control Trial (RCT) is considered as the gold standard for evaluating the effect of any intervention or treatment. However, its feasibility is often hindered by ethical, economical, and legal considerations, making observational data a valuable alternative for drawing causal conclusions. Nevertheless, healthcare observational data presents a difficult challenge due to its high dimensionality, requiring careful consideration to ensure unbiased, reliable, and robust causal inferences. To overcome this challenge, in this study, we propose a novel two-stage feature selection technique called, Outcome Adaptive Elastic Net (OAENet), explicitly designed for making robust causal inference decisions using matching techniques. OAENet offers several key advantages over existing methods: superior performance on correlated and high-dimensional data compared to the existing methods and the ability to select specific sets of variables (including confounders and variables associated only with the outcome). This ensures robustness and facilitates an unbiased estimate of the causal effect. Numerical experiments on simulated data demonstrate that OAENet significantly outperforms state-of-the-art methods by either producing a higher-quality estimate or a comparable estimate in significantly less time. To illustrate the applicability of OAENet, we employ large-scale US healthcare data to estimate the effect of Opioid Use Disorder (OUD) on suicidal behavior. When compared to competing methods, OAENet closely aligns with existing literature on the relationship between OUD and suicidal behavior. Performance on both simulated and real-world data highlights that OAENet notably enhances the accuracy of estimating treatment effects or evaluating policy decision-making with causal inference.