Joann Jasiak, Purevdorj Tuvaandorj
arXiv 16 Apr 2023 · Econometrics
arXiv:2304.07855 · PDF · DOI · OpenAlex · Extracted main text
This paper extends three Lasso inferential methods, Debiased Lasso, $C(\alpha)$ and Selective Inference to a survey environment. We establish the asymptotic validity of the inference procedures in generalized linear models with survey weights and/or heteroskedasticity. Moreover, we generalize the methods to inference on nonlinear parameter functions e.g. the average marginal effect in survey logit models. We illustrate the effectiveness of the approach in simulated data and Canadian Internet Use Survey 2020 data.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Lee, Sun, Sun \ Taylor (2016) `Exact Post-Selection Inference, with Application to the Lasso', The Annals of Statistics 44(3), 907–927 | 1.000 | 8 | 3 | 100% |
| 2 | Taylor \ Tibshirani (2018) `Post-Selection Inference for l1-Penalized Likelihood Models', Canadian Journal of Statistics 46(1), 41–61 | 1.000 | 8 | 3 | 100% |
| 3 | Negahban, Ravikumar, Wainwright \ Yu (2012) `A Unified Framework for High-Dimensional Analysis of $M$-Estimators with Decomposable Regularizers', Statistical Science 27(4),… | 0.737 | 4 | 2 | 75% |
| 4 | Cameron \ Trivedi (2009) Microeconometrics: Methods and Evaluations, Cambridge University Press | 0.737 | 3 | 2 | 100% |
| 5 | Wooldridge (2001) `Asymptotic Properties of Weighted M-Estimators for Standard Stratified Samples', Econometric Theory 17(2), 451–470 | 0.737 | 3 | 2 | 100% |
| 6 | Wooldridge (2010) Econometric Analysis of Cross Section and Panel Data, MIT press | 0.737 | 3 | 2 | 100% |
| 7 | Xia, Nan \ Li (2021) `Debiased Lasso for Generalized Linear Models with a Diverging Number of Covariates', Biometrics forthcoming | 0.693 | 8 | 1 | 100% |
| 8 | van de Geer, Bühlmann, Ritov \ Dezeure (2014) `On Asymptotically Optimal Confidence Regions and Tests for High-Dimensional Models', The Annals of Statistics 42(3), 1166 – 1202 | 0.693 | 6 | 1 | 100% |
| 9 | Belloni, Chernozhukov \ Wei (2016) `Post-Selection Inference for Generalized Linear Models with Many Controls', Journal of Business & Economic Statistics 34(4), 60… | 0.644 | 2 | 2 | 100% |
| 10 | Javanmard \ Montanari (2014) `Confidence Intervals and Hypothesis Testing for High-Dimensional Regression', The Journal of Machine Learning Research 15(1), 2… | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 32 scored citations.