Automatic debiased machine learning and sensitivity analysis for sample selection models
arXiv:2601.08643v1 Announce Type: cross Abstract: In this paper, we extend the Riesz representation framework to causal inference under sample selection, where both treatment assignment and outcome observability are non-random. Formulating the problem in terms of a Riesz representer enables stable estimation and a transparent decomposition of omitted variable bias into three interpretable components: a data-identified scale factor, outcome confounding strength, and selection confounding strength. For estimation, we employ the ForestRiesz estimator, which accounts for selective outcome observability while […]