Search Results for author: Whitney K. Newey

Found 5 papers, 1 papers with code

Efficient Bias Correction for Cross-section and Panel Data

no code implementations20 Jul 2022 Jinyong Hahn, David W. Hughes, Guido Kuersteiner, Whitney K. Newey

In particular, we find that for a variety of estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or jackknife bias corrections.

A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees

no code implementations31 May 2021 Victor Chernozhukov, Whitney K. Newey, Rahul Singh

Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i. e. scalar summaries, of machine learning algorithms.

BIG-bench Machine Learning Learning Theory

Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects

no code implementations4 Sep 2020 Whitney K. Newey, Sami Stouli

Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments.

Minimax Semiparametric Learning With Approximate Sparsity

no code implementations27 Dec 2019 Jelena Bradic, Victor Chernozhukov, Whitney K. Newey, Yinchu Zhu

This paper is about the feasibility and means of root-n consistently estimating linear, mean-square continuous functionals of a high dimensional, approximately sparse regression.

regression

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