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stat.ME2018
High Dimensional Classification through -Penalized Empirical Risk Minimization
Le-Yu Chen, Sokbae Lee
We consider a high dimensional binary classification problem and construct a classification procedure by minimizing the empirical misclassification risk with a penalty on the numbe…
econ.EM2018
Identifying Effects of Multivalued Treatments
Sokbae Lee, Bernard Salanié
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can…