A Simple Method for Detecting Interactions between a Treatment and a Large Number of Covariates

Understand

We consider a setting in which we have a treatment and a large number of covariates for a set of observations, and wish to model their relationship with an outcome of interest.

• We propose a simple method for modeling interactions between the treatment and covariates.
• The idea is to modify the covariate in a simple way, and then fit a standard model using the modified covariates and no main effects.
• We show that coupled with an efficiency augmentation procedure, this method produces valid inferences in a variety of settings.