324 citations · 699 across the 35 of their papers we have counts for
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econ.EM2022★ 1 cited
Fast Inference for Quantile Regression with Tens of Millions of Observations
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial. Conventional econometr…
stat.ME2022★ 1 cited
Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
Sung Jae Jun, Sokbae Lee
The log odds ratio is a well-established metric for evaluating the association between binary outcome and exposure variables. Despite its widespread use, there has been limited dis…
econ.EM2022★ 2 cited
Treatment Choice with Nonlinear Regret
Toru Kitagawa, Sokbae Lee, Chen Qiu
The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of…