Robust inference on average treatment effects with possibly more covariates than observations

DOI10.1016/j.jeconom.2015.06.017zbMath1337.62113arXiv1309.4686OpenAlexW2100532505MaRDI QIDQ496134

Max H. Farrell

Publication date: 18 September 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4686

zbMATH Keywords

model selectiongroup Lassoheterogeneous treatment effectsuniform inferencedoubly-robust estimatorhigh-dimensional sparse modelunconfoundedness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: estimation (62M09)

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Uses Software

• Stata
• msgl
• poparms

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