no code implementations • NeurIPS 2021 • Yongyi Guo, Dominic Coey, Mikael Konutgan, Wenting Li, Chris Schoener, Matt Goldman
We consider the problem of variance reduction in randomized controlled trials, through the use of covariates correlated with the outcome but independent of the treatment.
no code implementations • 28 May 2019 • Gentry Johnson, Brian Quistorff, Matt Goldman
When pre-processing observational data via matching, we seek to approximate each unit with maximally similar peers that had an alternative treatment status--essentially replicating a randomized block design.
1 code implementation • 8 Jun 2018 • Matt Goldman, Brian Quistorff
We introduce the Pricing Engine package to enable the use of Double ML estimation techniques in general panel data settings.
no code implementations • 28 Dec 2017 • Vira Semenova, Matt Goldman, Victor Chernozhukov, Matt Taddy
The first step of our procedure is orthogonalization, where we partial out the controls and unit effects from the outcome and the base treatment and take the cross-fitted residuals.