no code implementations • 2 Mar 2023 • Vira Semenova
This paper studies averages of intersection bounds -- the bounds defined by the infimum of a collection of regression functions -- and other similar functionals of these bounds, such as averages of saddle values.
no code implementations • 28 Aug 2020 • Vira Semenova
Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects.
no code implementations • 24 Aug 2019 • Victor Chernozhukov, Whitney Newey, Vira Semenova
Second, we give a correction term for the transition density of the state variable.
3 code implementations • 13 Jun 2018 • Denis Nekipelov, Vira Semenova, Vasilis Syrgkanis
This paper proposes a Lasso-type estimator for a high-dimensional sparse parameter identified by a single index conditional moment restriction (CMR).
no code implementations • 28 Dec 2017 • Vira Semenova, Matt Goldman, Victor Chernozhukov, Matt Taddy
The first step of our procedure is orthogonalization, where we partial out the controls and unit effects from the outcome and the base treatment and take the cross-fitted residuals.
no code implementations • 28 Dec 2017 • Vira Semenova
This paper provides estimation and inference methods for an identified set's boundary (i. e., support function) where the selection among a very large number of covariates is based on modern regularized tools.
no code implementations • 21 Feb 2017 • Vira Semenova, Victor Chernozhukov
This paper provides estimation and inference methods for the best linear predictor (approximation) of a structural function, such as conditional average structural and treatment effects, and structural derivatives, based on modern machine learning (ML) tools.