Treatment-effect estimation in high dimension: An inference-based approach

Sullivan Hué, Emmanuel Flachaire, Sébastien Laurent and Ulrich Aiounou
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Ulrich Aiounou: Aix-Marseille Sciences Economiques

French Stata Users' Group Meetings 2024 from Stata Users Group

Abstract: Post-lasso and post-double-lasso are becoming the most popular methods for estimating average treatment effects from linear regression models with many covariates. However, these methods can suffer from substantial omitted variable bias in

Date: 2024-06-29
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