Honest confidence regions for a regression parameter in logistic regression with a large number of controls
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- Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers 67/13, Institute for Fiscal Studies.
References listed on IDEAS
- repec:cup:cbooks:9781107016064 is not listed on IDEAS
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013.
"Robust inference in high-dimensional approximately sparse quantile regression models,"
CeMMAP working papers
CWP70/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers 70/13, Institute for Fiscal Studies.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(1), pages 21-59, February.
- repec:cup:cbooks:9781107638105 is not listed on IDEAS
- repec:cup:cbooks:9781107016057 is not listed on IDEAS
- A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012.
"Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain,"
Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse models and methods for optimal instruments with an application to eminent domain," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen, 2010. "Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain," Papers 1010.4345, arXiv.org, revised Apr 2015.
- repec:cup:cbooks:9781107674165 is not listed on IDEAS
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013.
"Uniform post selection inference for LAD regression models,"
CeMMAP working papers
CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers 24/13, Institute for Fiscal Studies.
- Leeb, Hannes & Pötscher, Benedikt M., 2008.
"Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?,"
Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
- Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
- repec:cup:cbooks:9781107627314 is not listed on IDEAS
- repec:cup:cbooks:9781107016040 is not listed on IDEAS
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- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers 28/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017. "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers 23564, National Bureau of Economic Research, Inc.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017. "Double/debiased machine learning for treatment and structural parameters," CeMMAP working papers CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hansen, Christian & Liao, Yuan, 2019.
"The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications,"
Econometric Theory, Cambridge University Press, vol. 35(3), pages 465-509, June.
- Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Departmental Working Papers 201610, Rutgers University, Department of Economics.
- Hansen, Christian & Liao, Yuan, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," MPRA Paper 75313, University Library of Munich, Germany.
- Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
- Stijn Vansteelandt & Oliver Dukes, 2022. "Assumption‐lean inference for generalised linear model parameters," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 657-685, July.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013.
"Program evaluation with high-dimensional data,"
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- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2015. "Program evaluation with high-dimensional data," CeMMAP working papers 55/15, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 77/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2015. "Program evaluation with high-dimensional data," CeMMAP working papers CWP55/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers 33/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers 57/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2014. "Program evaluation with high-dimensional data," CeMMAP working papers CWP33/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014.
"High-Dimensional Methods and Inference on Structural and Treatment Effects,"
Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers 59/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013.
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- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers 62/13, Institute for Fiscal Studies.
- van de Geer, Sara, 2016. "Worst possible sub-directions in high-dimensional models," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 248-260.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022.
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- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers CWP31/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2016. "Locally Robust Semiparametric Estimation," Papers 1608.00033, arXiv.org, revised Aug 2020.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2018. "Locally robust semiparametric estimation," CeMMAP working papers CWP30/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016. "Locally robust semiparametric estimation," CeMMAP working papers 31/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2016. "Double/Debiased Machine Learning for Treatment and Causal Parameters," Papers 1608.00060, arXiv.org, revised Dec 2017.
- Farrell, Max H., 2015.
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- Max H. Farrell, 2013. "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations," Papers 1309.4686, arXiv.org, revised Feb 2018.
- Barbara Felderer & Jannis Kueck & Martin Spindler, 2021. "Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel," Papers 2102.08994, arXiv.org.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"," Papers 1305.6099, arXiv.org, revised Jun 2013.
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