5 papers
Debiased Machine Learning: Identification, Estimation, and Shape Constraints
Qihui Chen, Ka Yan Cheng, Zheng Fang
We develop a general framework of identification and estimation for automatic debiased machine learning (DML) where the parameter of interest is identified by a moment condit…
Debiased Bayesian Inference for High-dimensional Regression Models
Qihui Chen, Zheng Fang, Ruixuan Liu
There has been significant progress in Bayesian inference based on sparsity-inducing (e.g., spike-and-slab and horseshoe-type) priors for high-dimensional regression models. The re…
Implementing an Improved Test of Matrix Rank in Stata
Qihui Chen, Zheng Fang, Xun Huang
We develop a Stata command, bootranktest, for implementing the matrix rank test of Chen and Fang (2019) in linear instrumental variable regression models. Existing rank tests emplo…
Inference on Functionals under First Order Degeneracy
Qihui Chen, Zheng Fang
This paper presents a unified second order asymptotic framework for conducting inference on parameters of the form , where is unknown but can be estimated by $\hatθ_n…
Improved Inference on the Rank of a Matrix
Qihui Chen, Zheng Fang
This paper develops a general framework for conducting inference on the rank of an unknown matrix . A defining feature of our setup is the null hypothesis of the form $\mathrm…