324 citations · 699 across the 35 of their papers we have counts for
4 papers · 2 filters
Best Subset Binary Prediction
Le-Yu Chen, Sokbae Lee
We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the covariates are chosen by maximizing Manski…
Optimal Data Collection for Randomized Control Trials
Pedro Carneiro, Sokbae Lee, Daniel Wilhelm
In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting addition…
Oracle Estimation of a Change Point in High Dimensional Quantile Regression
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ between two sub-populations. We develop -penalized estimator…
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
Sokbae Lee, Ryo Okui, Yoon-Jae Whang
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situati…