Search Results for author: Alberto Abadie

Found 5 papers, 1 papers with code

Doubly Robust Inference in Causal Latent Factor Models

no code implementations18 Feb 2024 Alberto Abadie, Anish Agarwal, Raaz Dwivedi, Abhin Shah

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes.

Imputation Matrix Completion

Estimating the Value of Evidence-Based Decision Making

no code implementations21 Jun 2023 Alberto Abadie, Anish Agarwal, Guido Imbens, Siwei Jia, James McQueen, Serguei Stepaniants

Business/policy decisions are often based on evidence from randomized experiments and observational studies.

Decision Making

Sampling-based vs. Design-based Uncertainty in Regression Analysis

no code implementations6 Jun 2017 Alberto Abadie, Susan Athey, Guido W. Imbens, Jeffrey M. Wooldridge

We derive standard errors that account for design-based uncertainty instead of, or in addition to, sampling-based uncertainty.

Statistics Theory Econometrics Statistics Theory

The Risk of Machine Learning

no code implementations31 Mar 2017 Alberto Abadie, Maximilian Kasy

To address (ii), we show that data-driven choices of regularization parameters, based on Stein's unbiased risk estimate or on cross-validation, yield estimators with risk uniformly close to the risk attained under the optimal (unfeasible) choice of regularization parameters.

BIG-bench Machine Learning

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