Regret analysis in threshold policy design

DOI10.1016/J.JECONOM.2025.105998MaRDI QIDQ6969767zbMATH OpenFDO

Authors Federico Crippa

Publication date 19 June 2025

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.105998

zbMATH Keywords

heterogeneous treatment effectsrandomized experimentsstatistical decision theorythreshold policies

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A Smoothed Maximum Score Estimator for the Binary Response Model
• Asymptotics for statistical treatment rules
• Asymptotics in empirical risk minimization
• Bootstrap-based inference for cube root asymptotics
• Confidence sets for split points in decision trees
• Cube root asymptotics
• Econometrics for decision making: building foundations sketched by Haavelmo and Wald
• Estimation of the mode
• Likelihood ratio tests for monotone functions.
• Maximum score estimation of the stochastic utility model of choice
• Minimax regret treatment choice with covariates or with limited validity of experiments
• Model selection for treatment choice: penalized welfare maximization
• On the bootstrap in cube root asymptotics
• On the Bootstrap of the Maximum Score Estimator
• Policy learning with observational data
• Probabilistic prediction for binary treatment choice: with focus on personalized medicine
• Statistical treatment rules for heterogeneous populations.
• Who should be treated? Empirical welfare maximization methods for treatment choice

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