Pages that link to "Item:Q496134"

The following pages link to Robust inference on average treatment effects with possibly more covariates than observations (Q496134):

Displaying 50 items.

• Doubly robust difference-in-differences estimators (Q101594) (← links)
• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
• Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
• Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) (← links)
• Statistical data integration in survey sampling: a review (Q830265) (← links)
• Efficient propensity score regression estimators of multivalued treatment effects for the treated (Q1753057) (← links)
• Introduction to double robust methods for incomplete data (Q1799345) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
• Doubly robust treatment effect estimation with missing attributes (Q2044265) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables (Q2076131) (← links)
• Recent advances in statistical methodologies in evaluating program for high-dimensional data (Q2132738) (← links)
• Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
• Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
• A Mann-Whitney test of distributional effects in a multivalued treatment (Q2189101) (← links)
• Comment: On the potential for misuse of outcome-wide study designs, and ways to prevent it (Q2218077) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• On doubly robust estimation for logistic partially linear models (Q2273735) (← links)
• High-dimensional confounding adjustment using continuous Spike and Slab priors (Q2316985) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Overlap in observational studies with high-dimensional covariates (Q2658764) (← links)
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
• A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS (Q4599619) (← links)
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• (Q5053279) (← links)
• Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects (Q5134472) (← links)
• Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
• PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
• Sensitivity Analysis via the Proportion of Unmeasured Confounding (Q5881155) (← links)
• Doubly robust tests of exposure effects under high‐dimensional confounding (Q6047756) (← links)
• Generalized linear models with structured sparsity estimators (Q6054394) (← links)
• Causal inference in high dimensions: A marriage between Bayesian modeling and good frequentist properties (Q6055532) (← links)
• Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
• Causal effect estimation with censored outcome and covariate selection (Q6067025) (← links)
• Ultra-High Dimensional Variable Selection for Doubly Robust Causal Inference (Q6079782) (← links)
• Identification and estimation of spillover effects in randomized experiments (Q6090542) (← links)
• Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
• A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments (Q6113075) (← links)
• Inference on the best policies with many covariates (Q6150530) (← links)
• Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6150537) (← links)
• Estimation and inference for policy relevant treatment effects (Q6163243) (← links)
• Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6163274) (← links)
• Neighborhood-based cross fitting approach to treatment effects with high-dimensional data (Q6170545) (← links)
• Locally Robust Semiparametric Estimation (Q6181688) (← links)
• Model-Assisted Inference for Covariate-Specific Treatment Effects with High-dimensional Data (Q6185139) (← links)
• Using Wasserstein generative adversarial networks for the design of Monte Carlo simulations (Q6199647) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)