Estimation of treatment effects with high-dimensional controls

Alexandre Belloni, Victor Chernozhukov and Christian Hansen

No 42/11, CeMMAP working papers from 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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Working Paper: Estimation of treatment effects with high-dimensional controls (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:42/11

DOI: 10.1920/wp.cem.2011.4211

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