ezequiel smucler
@hazqiyal
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Joined August 2012
We also contributed an implementation of the method to the excellent DoubleML Python library: We believe the score confidence set is an excellent addition to the practitioners toolbox, offering robustness to weak instruments at (asymptotically) no cost.
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We prove that this confidence set is, in a sense, optimal, achieving the smallest possible diameter and that the standard double machine learning estimator for instrumental variable models is biased under weak instruments.
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We study the score confidence set, obtained by inverting the score test constructed from an estimate of the nonparametric influence function for the functional that identifies the LATE. It is known that the score confidence set is robust to weak instruments.
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Very excited to share our new paper on instrumental variable methods, co-authored with my Glovo colleagues Ludovico Lanni and David Masip Bonet! .
arxiv.org
We study the properties of the score confidence set for the local average treatment effect in non and semiparametric instrumental variable models. This confidence set is constructed by inverting a...
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We also propose a method for constructing uniformly valid confidence sets when all variables are discrete and discuss its (multiple) limitations.
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We establish several impossibility results. In particular, we show that if the model allows the integral equation to be arbitrarily ill-posed, Wald confidence intervals are not asymptotically uniformly valid, and uniformly consistent estimators do not exist.
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A key feature of these estimands is that they can be expressed as linear functionals of the solution to an integral equation involving conditional expectations.
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Very happy to share this new paper written with Jamie and Andrea. We study the construction of uniformly valid confidence sets for a class of parameters that includes estimands from instrumental variables models and proximal causal inference.
Ezequiel Smucler, et al.: On the asymptotic validity of confidence sets for linear funct.
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Vayan a laburar.
Las colisiones de aves con las paredes acristaladas de las pistas de pádel, que conlleva un aumento de la mortalidad, preocupan a organizaciones ecologistas y administraciones. La Fiscalía de Medio Ambiente insta a perseguir por la vía penal estas muertes
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RT @JimJarmuschHair: Robbie Robertson did a lot of great things with his time on this planet but this burn is at the top of his accomplishm….
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RT @400Peliculas: Una locura absoluta el trailer de Bill 79, la película de Mariano Galperin sobre el desembarco de Bill Evans en Argentina….
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RT @BrianWilsonLive: Watch David Crosby perform “Surf’s Up” with Vince Gill and Jimmy Webb. After, David went over to Brian and said “Brian….
www.youtube.com
Vince Gill, David Crosby, Jimmy Web - "Surf's Up" live at Radio City Music Hall, March 29, 2001. From the TNT Tribute to Brian Wilson.
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RT @MusicayFotos: Bruce Springteen, Peter Gabriel y Charly García, conferencia de prensa de los shows de Amnesty Internacional, 1988. https….
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RT @quantian1: I'm 2,400 years old. And I'm one of the most famous philosophers in history. This is my daily routine: .
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