Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460): Difference between revisions

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scientific article; zbMATH DE number 7471533

Regularizing double machine learning in partially linear endogenous models

Language	Label	Description	Also known as
English	Regularizing Double Machine Learning in Partially Linear Endogenous Models	scientific article; zbMATH DE number 7471533	Regularizing double machine learning in partially linear endogenous models

Statements

instance of

scholarly article

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publication date

29 January 2021

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9 February 2022

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arXiv classification

stat.ME

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math.ST

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stat.TH

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MaRDI publication profile

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title

Regularizing double machine learning in partially linear endogenous models (English)

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published in

Electronic Journal of Statistics

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full work available at URL

https://arxiv.org/abs/2101.12525

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https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Regularizing-double-machine-learning-in-partially-linear-endogenous-models/10.1214/21-EJS1931.full

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zbMATH Keywords

double machine learning

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endogenous variables

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generalized method of moments

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instrumental variables

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k-class estimation

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partially linear model

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regularization

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semiparametric estimation

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two-stage least squares

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describes a project that uses

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0 references

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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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The nonlinear two-stage least-squares estimator

0 references

Q3672959

0 references

Origins of the limited information maximum likelihood and two-stage least squares estimators

0 references

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

0 references

On the asymptotic optimality of the LIML estimator with possibly many instruments

0 references

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

0 references

Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate

0 references

Identification of Causal Effects Using Instrumental Variables

0 references

Generalized random forests

0 references

Doubly Robust Estimation in Missing Data and Causal Inference Models

0 references

A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation

0 references

Least squares after model selection in high-dimensional sparse models

0 references

On adaptive estimation

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Invariance, causality and robustness

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Statistics for big data: a perspective

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

GMM estimation in partial linear models with endogenous covariates causing an over-identified problem

0 references

Double/debiased machine learning for treatment and structural parameters

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Machine Intelligence for Individualized Decision Making Under a Counterfactual World: A Rejoinder

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Q5434185

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Q3295867

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Probability

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Instrumental regression in partially linear models

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Some Properties of a Modification of the Limited Information Estimator

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Q4003037

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Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations

0 references

Large Sample Properties of Generalized Method of Moments Estimators

0 references

A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

0 references

Q4516961

0 references

Nonparametric and semiparametric models.

0 references

On Deriving the Inverse of a Sum of Matrices

0 references

Applied Nonparametric Instrumental Variables Estimation

0 references

Sparsity in multiple kernel learning

0 references

Analysis of Testing‐Based Forward Model Selection

0 references

Bandit Algorithms

0 references

Q4382293

0 references

Double/debiased machine learning for logistic partially linear model

0 references

Locally Efficient Estimators for Semiparametric Models With Measurement Error

0 references

Handbook of Graphical Models

0 references

Penalized quasi-likelihood estimation in partial linear models

0 references

The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

0 references

Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case

0 references

High-dimensional additive modeling

0 references

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

0 references

A Monte Carlo Study of Alternative Simultaneous Equation Estimators

0 references

Doubly robust instrumental variable regression

0 references

Q3651576

0 references

Q4611402

0 references

The Exact Distribution of LIML: I

0 references

The Exact Distribution of LIML: II

0 references

Root-N-Consistent Semiparametric Regression

0 references

Anchor Regression: Heterogeneous Data Meet Causality

0 references

Semiparametric Regression

0 references

Q3823646

0 references

Instrumental Variables Regression with Weak Instruments

0 references

Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System

0 references

Unified methods for censored longitudinal data and causality

0 references

A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations

0 references

Minimax optimal rates of estimation in high dimensional additive models

0 references

Identifiers

arXiv ID

2101.12525

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DOI

10.48550/arXiv.2101.12525

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10.1214/21-EJS1931

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zbMATH Open document ID

1498.62086

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:115460

@@ Property / cites work @@
+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
+Normal rank
@@ Property / cites work @@
+The nonlinear two-stage least-squares estimator
@@ Property / cites work: The nonlinear two-stage least-squares estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Q3672959
@@ Property / cites work: Q3672959 / rank @@
+Normal rank
@@ Property / cites work @@
+Origins of the limited information maximum likelihood and two-stage least squares estimators
+Normal rank
@@ Property / cites work @@
+Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
+Normal rank
@@ Property / cites work @@
+On the asymptotic optimality of the LIML estimator with possibly many instruments
+Normal rank
@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
+Normal rank
@@ Property / cites work @@
+Identification of Causal Effects Using Instrumental Variables
+Normal rank
@@ Property / cites work @@
+Generalized random forests
@@ Property / cites work: Generalized random forests / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly Robust Estimation in Missing Data and Causal Inference Models
+Normal rank
@@ Property / cites work @@
+A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
+Normal rank
@@ Property / cites work @@
+Least squares after model selection in high-dimensional sparse models
+Normal rank
@@ Property / cites work @@
+On adaptive estimation
@@ Property / cites work: On adaptive estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
@@ Property / cites work @@
+Invariance, causality and robustness
@@ Property / cites work: Invariance, causality and robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+Statistics for big data: a perspective
@@ Property / cites work: Statistics for big data: a perspective / rank @@
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
+Normal rank
@@ Property / cites work @@
+Double/debiased machine learning for treatment and structural parameters
+Normal rank
@@ Property / cites work @@
+Machine Intelligence for Individualized Decision Making Under a Counterfactual World: A Rejoinder
+Normal rank
@@ Property / cites work @@
+Q5434185
@@ Property / cites work: Q5434185 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3295867
@@ Property / cites work: Q3295867 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental regression in partially linear models
+Normal rank
@@ Property / cites work @@
+Some Properties of a Modification of the Limited Information Estimator
+Normal rank
@@ Property / cites work @@
+Q4003037
@@ Property / cites work: Q4003037 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
+Normal rank
@@ Property / cites work @@
+Q4516961
@@ Property / cites work: Q4516961 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric and semiparametric models.
@@ Property / cites work: Nonparametric and semiparametric models. / rank @@
+Normal rank
@@ Property / cites work @@
+On Deriving the Inverse of a Sum of Matrices
@@ Property / cites work: On Deriving the Inverse of a Sum of Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Nonparametric Instrumental Variables Estimation
+Normal rank
@@ Property / cites work @@
+Sparsity in multiple kernel learning
@@ Property / cites work: Sparsity in multiple kernel learning / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Testing‐Based Forward Model Selection
+Normal rank
@@ Property / cites work @@
+Bandit Algorithms
@@ Property / cites work: Bandit Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382293
@@ Property / cites work: Q4382293 / rank @@
+Normal rank
@@ Property / cites work @@
+Double/debiased machine learning for logistic partially linear model
+Normal rank
@@ Property / cites work @@
+Locally Efficient Estimators for Semiparametric Models With Measurement Error
+Normal rank
@@ Property / cites work @@
+Handbook of Graphical Models
@@ Property / cites work: Handbook of Graphical Models / rank @@
+Normal rank
@@ Property / cites work @@
+Penalized quasi-likelihood estimation in partial linear models
+Normal rank
@@ Property / cites work @@
+The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
+Normal rank
@@ Property / cites work @@
+Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
+Normal rank
@@ Property / cites work @@
+High-dimensional additive modeling
@@ Property / cites work: High-dimensional additive modeling / rank @@
+Normal rank
@@ Property / cites work @@
+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Study of Alternative Simultaneous Equation Estimators
+Normal rank
@@ Property / cites work @@
+Doubly robust instrumental variable regression
@@ Property / cites work: Doubly robust instrumental variable regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3651576
@@ Property / cites work: Q3651576 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4611402
@@ Property / cites work: Q4611402 / rank @@
+Normal rank
@@ Property / cites work @@
+The Exact Distribution of LIML: I
@@ Property / cites work: The Exact Distribution of LIML: I / rank @@
+Normal rank
@@ Property / cites work @@
+The Exact Distribution of LIML: II
@@ Property / cites work: The Exact Distribution of LIML: II / rank @@
+Normal rank
@@ Property / cites work @@
+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Anchor Regression: Heterogeneous Data Meet Causality
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression
@@ Property / cites work: Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3823646
@@ Property / cites work: Q3823646 / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental Variables Regression with Weak Instruments
+Normal rank
@@ Property / cites work @@
+Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
+Normal rank
@@ Property / cites work @@
+Unified methods for censored longitudinal data and causality
+Normal rank
@@ Property / cites work @@
+A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
+Normal rank
@@ Property / cites work @@
+Minimax optimal rates of estimation in high dimensional additive models
+Normal rank