Inference on Treatment Effects after Selection among High-Dimensional Controls
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Publication:4610654
DOI10.1093/restud/rdt044zbMath1409.62142arXiv1201.0224OpenAlexW2120846249MaRDI QIDQ4610654
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Publication date: 23 January 2019
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0224
treatment effectsLassopartially linear modelaverage treatment effectshigh-dimensional-sparse regressioninference under imperfect model selectionorthogonality of estimating equations with respect to nuisance parametersuniformly valid inference after model selection
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Applications of statistics to social sciences (62P25)
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