no code implementations • 29 Mar 2022 • Martin Huber, Jannis Kueck
This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for and a suspected instrument.
no code implementations • 3 Apr 2020 • Philipp Bach, Sven Klaassen, Jannis Kueck, Martin Spindler
We develop a novel method to construct uniformly valid confidence bands for a nonparametric component $f_1$ in the sparse additive model $Y=f_1(X_1)+\ldots + f_p(X_p) + \varepsilon$ in a high-dimensional setting.
no code implementations • 31 Dec 2017 • Jannis Kueck, Ye Luo, Martin Spindler, Zigan Wang
In this paper, we provide results for valid inference after post- or orthogonal $L_2$-Boosting is used for variable selection.
no code implementations • 20 Dec 2017 • Sven Klaassen, Jannis Kueck, Martin Spindler
Transformation models are a very important tool for applied statisticians and econometricians.