3 papers
econ.EM2026
A Sensitivity Analysis of the Surrogate Index Approach for Estimating Long-Term Treatment Effects
Yanqin Fan, Carlos A. Manzanares, Hyeonseok Park +1
This paper develops a sensitivity analysis of the surrogacy assumption for the surrogate index approach in Athey et al. [2025b]. We introduce "Weighted Surrogate Indices (WSIs)," t…
econ.EM2025
Partial Identification in Moment Models with Incomplete Data--A Conditional Optimal Transport Approach
Yanqin Fan, Hyeonseok Park, Brendan Pass +1
In this paper, we develop a unified approach to study partial identification of a finite-dimensional parameter defined by a general moment model with incomplete data. We establish…
econ.EM2024
Iterative Distributed Multinomial Regression
Yanqin Fan, Yigit Okar, Xuetao Shi
This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estima…