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Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso
Sullivan Hué, Sébastien Laurent, Ulrich Aiounou, Emmanuel Flacha · 2025-11-26 · via stat.ML updates on arXiv.org

Post-Double-Lasso is becoming the most popular method for estimating linear regression models with many covariates when the purpose is to obtain an accurate estimate of a parameter of interest, such as an average treatment effect. However, this method can suffer from substantial omitted variable bias in finite sample. We propose a new method called Post-Double-Autometrics, which is based on Autometrics, and show that this method outperforms Post-Double-Lasso. Its use in a standard application of economic growth sheds new light on the hypothesis of convergence from poor to rich economies.

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