Search Results - subject:"Efficient Score"

Causal mediation analysis with double machine learning

Farbmacher, Helmut; Huber, Martin; Lafférs, Lukás; … - In: The econometrics journal 25 (2022) 2, pp. 277-300

Persistent link: https://www.econbiz.de/10013253832

Double machine learning for sample selection models

Bia, Michela; Huber, Martin; Lafférs, Lukás - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 958-969

Persistent link: https://www.econbiz.de/10015053512

Evaluating (weighted) dynamic treatment effects by double machine learning

Bodory, Hugo; Huber, Martin; Lafférs, Lukás - In: The econometrics journal 25 (2022) 3, pp. 628-648

Persistent link: https://www.econbiz.de/10013399785

Causal mediation analysis with double machine learning

Farbmacher, Helmut; Huber, Martin; Langen, Henrika; … - 2020

Persistent link: https://www.econbiz.de/10012260365

Double machine learning for treatment and causal parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2016

can be removed by solving auxiliary prediction problems via ML tools. Specifically, we can form an efficient score for the … target low-dimensional parameter by combining auxiliary and main ML predictions. The efficient score may then be used to …

Persistent link: https://www.econbiz.de/10011594359

Double machine learning for treatment and causal parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2016

Persistent link: https://www.econbiz.de/10011538313

Semiparametric efficient estimation for partially linear single-index models with responses missing at random

Lai, Peng; Wang, Qihua - In: Journal of Multivariate Analysis 128 (2014) C, pp. 33-50

deriving the observed data efficient score function. Some simulation studies and a real data application were conducted to …

Persistent link: https://www.econbiz.de/10010776645

Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model

Lai, Peng; Wang, Qihua; Zhou, Xiao-Hua - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 241-256

proposed based on the smooth threshold estimating equations by using the efficient score function of partially linear single …

Persistent link: https://www.econbiz.de/10010871369

Efficiency of profile likelihood in semi-parametric models

Hirose, Yuichi - In: Annals of the Institute of Statistical Mathematics 63 (2011) 6, pp. 1247-1275

Persistent link: https://www.econbiz.de/10009325292

Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach

Lee, Alan; Hirose, Yuichi - In: Annals of the Institute of Statistical Mathematics 62 (2010) 6, pp. 1023-1052

Persistent link: https://www.econbiz.de/10008775929

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