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Estimating treatment effects for survival outcomes in the high-dimensional setting is critical for many biomedical applications and any application with censored observations. This article establishes an “orthogonal” score for learning treatment effects, using observational data with a potentially large number of confounders. The estimator allows for root- n , asymptotically valid confidence intervals, despite the bias induced by the regularization. Moreover, we develop a novel hazard difference (HDi), estimator. We establish rate double robustness through the cross-fitting formulation. Numerical experiments illustrate the finite sample performance, where we observe that the cross-fitted HDi estimator has the best performance. We study the radical prostatectomy’s effect on conservative prostate cancer management through the SEER-Medicare linked data. Last, we provide an extension to machine learning both approaches and heterogeneous treatment effects.  Supplementary materials  for this article are available online.

Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding