6 papers
A Simple Approximation to the Distribution of the Ridge Regression Estimator
José Luis Montiel Olea, Ryan Strong, Amilcar Velez +2
We present a simple Gaussian approximation to the finite-sample distribution of the classical ridge regression estimator. Our approximation captures the fact that, in finite sample…
On the power properties of inference for parameters with interval identified sets
Federico A. Bugni, Mengsi Gao, Filip Obradovic +1
This paper studies the power properties of confidence intervals (CIs) for a partially-identified parameter of interest with an interval identified set. We assume the researcher has…
Decision Theory for the Archetype Discovery Problem
José Luis Montiel Olea, Amilcar Velez, Zhuoheng Xu +2
In the archetype discovery problem a researcher wants to summarize N heterogeneous policy effects of interest that vary over a discrete set of covariates. The goal is to partition…
Identification and Inference for Algorithmic Frontiers with Selective Labels
Yiqi Liu, Francesca Molinari, Amilcar Velez
This paper provides identification results to characterize a fairness-accuracy (FA) frontier, and statistical inference tools to test hypotheses and build a confidence set for the…
Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance
Federico A. Bugni, Mengsi Gao, Filip Obradovic +1
Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance.…
Debiased Machine Learning with Many Cross-Fitting Folds
Amilcar Velez
This paper studies debiased machine learning (DML) when the number of cross-fitting folds, , may grow with the sample size . Existing fixed- asymptotic theory implies th…