sketching - Sketching of Data via Random Subspace Embeddings

Construct sketches of data via random subspace embeddings. For more details, see the following papers. Lee, S. and Ng, S. (2022). "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Proceedings of the 39th International Conference on Machine Learning (ICML22), 162:12498-12520. Lee, S. and Ng, S. (2020). "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, 12(1): 45–80.

Last updated 3 years ago

heteroskedasticityregressionsubspace-embeddingcpp

4.54 score 7 stars 7 scripts 187 downloads

ATbounds - Bounding Treatment Effects by Limited Information Pooling

Estimation and inference methods for bounding average treatment effects (on the treated) that are valid under an unconfoundedness assumption. The bounds are designed to be robust in challenging situations, for example, when the conditioning variables take on a large number of different values in the observed sample, or when the overlap condition is violated. This robustness is achieved by only using limited "pooling" of information across observations. For more details, see the paper by Lee and Weidner (2021), "Bounding Treatment Effects by Pooling Limited Information across Observations," <arXiv:2111.05243>.

Last updated 3 years ago

causal-inferencelack-of-overlaplimited-overlappartial-identificationtreatment-effectsunconfoundedness-assumption

4.18 score 3 stars 6 scripts 249 downloads

ciccr - Causal Inference in Case-Control and Case-Population Studies

Estimation and inference methods for causal relative and attributable risk in case-control and case-population studies under the monotone treatment response and monotone treatment selection assumptions. For more details, see the paper by Jun and Lee (2023), "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," <arXiv:2004.08318 [econ.EM]>, accepted for publication in Journal of Business & Economic Statistics.

Last updated 1 years ago

case-control-studiescausal-inferencepartial-identificationtreatment-effects

4.00 score 2 stars 4 scripts 229 downloads