Post-selection inference for generalized linear models with many controls
Alexandre Belloni, Victor Chernozhukov, Ying Wei
| Year of publication: |
October 2016
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| Authors: | Belloni, Alexandre ; Chernozhukov, Victor ; Wei, Ying |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 4, p. 606-619
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| Subject: | Double selection | Instruments | Model selection | Neymanization | Optimality | Sparsity | Uniformly valid inference | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | IV-Schätzung | Instrumental variables |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2016.1166116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011692433