Inference on Treatment Effects after Selection among High-Dimensional Controls†.

We propose robust methods for inference about the effect of a treatment variable on a scalar outcome in the presence of very many regressors in a model with possibly non-Gaussian and heteroscedastic disturbances. We allow for the number of regressors to be larger than the sample size. To make inform...

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Detalles Bibliográficos

Publicado en:	Review of Economic Studies Vol. 81; no. 2; pp. 608 - 651
Autores principales:	Belloni, Alexandre, Chernozhukov, Victor, Hansen, Christian
Formato:	Artículo
Publicado:	Oxford University Press / USA Apr2014
Materias:	Confidence intervals Sample size (Statistics) Statistical hypothesis testing Statistical sampling Statistical tolerance regions
Acceso en línea:	Ver este registro en EBSCOhost