3 Matching Annotations
  1. Jan 2020
    1. Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) take care of high-dimensional controls in treatment effect estimation by solving two simultaneous prediction problems, one in the outcome and one in the treatment equation.

      this seems similar to my idea of regularizing on only a subset of the variables

  2. Dec 2019