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We consider estimating average treatment effects (ATE) of a binary treatment in observational data when data‐driven variable selection is needed to select relevant covariates from a moderately large number of available covariates . To leverage covariates among predictive of the outcome for efficiency gain while using regularization to fit a parametric propensity score (PS) model, we consider a...
The development of methods to identify, validate, and use surrogate markers to test for a treatment effect has been an area of intense research interest given the potential for valid surrogate markers to reduce the required costs and follow‐up times of future studies. Several quantities and procedures have been proposed to assess the utility of a surrogate marker. However, few methods have been proposed...
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