Estimation of treatment effects with high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen
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Alexandre Belloni: Institute for Fiscal Studies

No CWP42/11, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: We propose methods for inference on the average effect of a treatment on a scalar outcome in the presence of very many controls. Our setting is a partially linear regression model containing the treatment/policy variable and a large number p of controls or series terms, with p that is possibly much larger than the sample size n, but where only s

Date: 2011-12-31
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Citations: View citations in EconPapers (5)

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Working Paper: Estimation of treatment effects with high-dimensional controls (2011)
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