Estimating the effect of a variable in a high-dimensional linear model

DOI10.1111/J.1368-423X.2011.00362.XMaRDI QIDQ5093189zbMATH OpenOpenAlexFDO

Authors Peter S. Jensen, Allan H. Würtz

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2011.00362.x

zbMATH Keywords

effect estimationhigh-dimensional datamodel selectionrobustness

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects

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