Inference on treatment effects after selection among high-dimensional controls
Year of publication: |
2014
|
---|---|
Authors: | Belloni, Alexandre ; Chernozhukov, Victor ; Hansen, Christian Bailey |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 81.2014, 2, p. 608-650
|
Subject: | Treatment effects | Partially linear model | High-dimensional-sparse regression | Inference under imperfect model selection | Uniformly valid inference after model selection | Average treatment effects | Lasso | Orthogonality of estimating equations with respect to nuisance parameters | Schätztheorie | Estimation theory | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Nichtparametrisches Verfahren | Nonparametric statistics |
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