EconBase
← All papers

Large Sample Properties of Partitioning-Based Series Estimators

Matias D. Cattaneo, Max H. Farrell, Yingjie Feng

arXiv 13 Apr 2018 · Mathematics — Statistics Theory · publishedThe Annals of Statistics (2020) · 46 citations (OpenAlex)

arXiv:1804.04916 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a general characterization of their leading asymptotic bias. Second, we establish integrated mean squared error approximations for the point estimator and propose feasible tuning parameter selection. Third, we develop pointwise inference methods based on undersmoothing and robust bias correction. Fourth, employing different coupling approaches, we develop uniform distributional approximations for the undersmoothed and robust bias-corrected t-statistic processes and construct valid confidence bands. In the univariate case, our uniform distributional approximations require seemingly minimal rate restrictions and improve on approximation rates known in the literature. Finally, we apply our general results to three partitioning-based estimators: splines, wavelets, and piecewise polynomials. The supplemental appendix includes several other general and example-specific technical and methodological results. A companion R package is provided.

Citation extraction

28
references
55
in-text mentions
28
distinct cited
2
self-citations
43,556
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

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
1barticle[author] Cattaneo, Matias D.M. D. Farrell, Max H.M. H (2013) ) self1.00053100%
2barticle[author] Barrow, D. L.D. L. Smith, P. W.P. W (1978) )0.92843100%
3bbook[author] Schumaker, LarryL (2007) )0.87462100%
4barticle[author] Belloni, AlexandreA., Chernozhukov, VictorV., Chetv… (2015) )0.87452100%
5barticle[author] Sweldens, WimW. Piessens, RobertR (1994) )0.73732100%
6barticle[author] Agarwal, Girdhar GG. G. Studden, WJW (1980) )0.64422100%
7barticle[author] Cattaneo, Matias D.M. D., Farrell, Max H.M. H. Feng… (2019) ) self0.64422100%
8barticle[author] Zhou, ShanggangS. Wolfe, Douglas AD. A (2000) )0.64422100%
9bbook[author] Bhatia, RajendraR (2013) )0.51121100%
10barticle[author] Cohen, AlbertA., Daubechies, IngridI. Vial, PierreP (1993) )0.51121100%

Showing the top 10 of 28 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1On Rosenbaum's Rank-based Matching Estimator0.92843
2Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators0.8662010
3Difference-in-Differences with Geocoded Microdata0.84344
4Yurinskii's Coupling for Martingales0.82293
5On Binscatter0.73732
6Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization0.58531
7Higher-Order Debiased Estimators for General Treatment Models0.51121
8Debiased Machine Learning of Set-Identified Linear Models0.40511
9Characteristic-Sorted Portfolios: Estimation and Inference0.40511
10Binscatter Regressions0.40511