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Program Evaluation and Causal Inference with High-Dimensional Data

Alexandre Belloni, Victor Chernozhukov, Ivan Fernández-Val, Christian Hansen

arXiv 11 Nov 2013 · Mathematics — Statistics Theory · publishedEconometrica (2017) · 304 citations (OpenAlex)

arXiv:1311.2645 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many control variables, endogenous receipt of treatment, heterogeneous treatment effects, and function-valued outcomes. Our framework covers the special case of exogenous receipt of treatment, either conditional on controls or unconditionally as in randomized control trials. In the latter case, our approach produces efficient estimators and honest bands for (functional) average treatment effects (ATE) and quantile treatment effects (QTE). To make informative inference possible, we assume that key reduced form predictive relationships are approximately sparse. This assumption allows the use of regularization and selection methods to estimate those relations, and we provide methods for post-regularization and post-selection inference that are uniformly valid (honest) across a wide-range of models. We show that a key ingredient enabling honest inference is the use of orthogonal or doubly robust moment conditions in estimating certain reduced form functional parameters. We illustrate the use of the proposed methods with an application to estimating the effect of 401(k) eligibility and participation on accumulated assets.

Citation extraction

97
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Belloni, A., V. Chernozhukov, and C. Hansen (2014) a): Inference on Treatment Effects After Selection Amongst High-Dimensional Controls self1.000125100%
2Belloni, A., V. Chernozhukov, and C. Hansen (2013) a): Inference for High-Dimensional Sparse Econometric Models self1.00053100%
3Chernozhukov, V. and C. Hansen (2004) The impact of 401(k) participation on the wealth distribution: An instrumental quantile regression analysis self0.95014386%
4Benjamin, D. J (2003) Does 401(k) eligibility increase saving? Evidence from propensity score subclassification0.9285380%
5Abadie, A (2003) Semiparametric Instrumental Variable Estimation of Treatment Response Models0.9209478%
6Belloni, A., D. Chen, V. Chernozhukov, and C. Hansen (2012) Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain self0.9098475%
7Belloni, A. and V. Chernozhukov (2011) $_1$-Penalized Quantile Regression for High Dimensional Sparse Models self0.8435460%
8Chernozhukov, V. and C. Hansen (2006) Instrumental quantile regression inference for structural and treatment effect models self0.84333100%
9Chernozhukov, V., D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, a… (2016) Double Machine Learning for Treatment and Causal Parameters self0.81142100%
10Belloni, A. and V. Chernozhukov (2013) Least Squares After Model Selection in High-dimensional Sparse Models self0.7374350%

Showing the top 10 of 103 scored citations.

Cited by, within the corpus

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1Omitted variable bias of Lasso-based inference methods: A finite sample analysis1.00063
2Finite-Sample Guarantees for High-Dimensional DML1.00063
3Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk1.00053
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5Generalized Lee Bounds0.87452
6Deep Neural Networks for Estimation and Inference0.84333
7Offline Multi-Action Policy Learning: Generalization and Optimization0.84333
82208.013000.84333
9Identification-robust inference for the LATE with high-dimensional covariates0.79464
10Debiased Machine Learning of Set-Identified Linear Models0.75474