4 papers
A Uniform Confidence Band for the Marginal Treatment Effect Function
Toshiki Tsuda, Yanchun Jin, Ryo Okui
This paper presents a method for constructing uniform confidence bands for the marginal treatment effect (MTE) function. The shape of the MTE function provides insight into how the…
Universality of estimators for high-dimensional linear models with block dependency
Toshiki Tsuda, Masaaki Imaizumi
We study the universality property of estimators for high-dimensional linear models, which implies that the distribution of estimators is independent of whether the covariates foll…
Benign Overfitting of Non-Sparse High-Dimensional Linear Regression with Correlated Noise
Toshiki Tsuda, Masaaki Imaizumi
We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression mod…
Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect
Toshiki Tsuda
This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model…