Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction
نویسندگان
چکیده
منابع مشابه
Approximating Conditional Distribution Functions Using Dimension Reduction
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of Y |X, but that of Y |θX, where the unit vector θ is selected so that the approximation is optimal under a least-squares criterion. We show that θ may be esti...
متن کاملApproximating Conditional Distribution Functions Using Dimension Reduction by Peter Hall
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of Y |X, but that of Y |θTX, where the unit vector θ is selected so that the approximation is optimal under a least-squares criterion. We show that θ may be est...
متن کاملRobust Inference on Average Treatment Effects with Possibly More Covariates than Observations
This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to model selection errors and prove that they are valid uniformly over a large class of treatment effect models. The class allows for multivalued treatments with he...
متن کاملMatching Using Sufficient Dimension Reduction for Causal Inference
To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for matching in the literature, the reduced covariates are estimable nonparametrically under a mild assumption on the original covariates, and are sufficient an...
متن کاملRobust inference on average economic growth
We discuss a method to estimate the confidence bounds for average economic growth, which is robust to misspecification of the unit root property of a given time series. We derive asymptotic theory for the consequences of such misspecification. Our empirical method amounts to an implementation of the bootstrapping procedure advocated in Romano and Wolf (2001). Simulation evidence supports the th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2023
ISSN: 1017-0405
DOI: 10.5705/ss.202020.0409