4 papers
Robust Semiparametric Inference for Bayesian Additive Regression Trees
Christoph Breunig, Ruixuan Liu, Zhengfei Yu
Bayesian additive regression trees (BART) provide a class of flexible nonparametric regressions in machine learning. Their rich tree-based structure can generate non-Donsker classe…
Semiparametric Bayesian Difference-in-Differences
Christoph Breunig, Ruixuan Liu, Zhengfei Yu
This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose tw…
Quasi-Bayesian Estimation and Inference with Control Functions
Ruixuan Liu, Zhengfei Yu
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete…
Double Robust Bayesian Inference on Average Treatment Effects
Christoph Breunig, Ruixuan Liu, Zhengfei Yu
We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distr…