Robust Bayesian causal estimation for causal inference in medical diagnosis

Tathagata Basu, Matthias C. M. Troffaes

Abstract: Highlights•A robust variable selection method for high dimensional causal estimation.•Prior sensitivity analysis of spike and slab group-LASSO.•We show importance of elicitation in variable selection problem.•We show empirical behaviour of our method and its usefulness in medical diagnosis.