Estimation of conditional average treatment effects with high-dimensional data

• Main Authors: FAN, Qingliang, HSU, Yu-Chin, LIELI, Robert P., ZHANG, Yichong
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2020
• 主題: Heterogenous treatment effects; high-dimensional data; uniform confidence band; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/2455; https://ink.library.smu.edu.sg/context/soe_research/article/3454/viewcontent/Unconditional_Quantile_Regression_High_D_sv.pdf
• 機構: Singapore Management University

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are estimated by machine learning methods, allowing the number of...