Search Results for author: Yingjie Feng

Found 5 papers, 3 papers with code

Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption

no code implementations10 Oct 2022 Matias D. Cattaneo, Yingjie Feng, Filippo Palomba, Rocio Titiunik

We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability guarantees.

Prediction Intervals Uncertainty Quantification +1

Causal Inference in Possibly Nonlinear Factor Models

1 code implementation31 Aug 2020 Yingjie Feng

This paper develops a general causal inference method for treatment effects models with noisily measured confounders.

Causal Inference counterfactual

On Binscatter

2 code implementations25 Feb 2019 Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Yingjie Feng

Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing.

Binscatter Regressions

1 code implementation25 Feb 2019 Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Yingjie Feng

The first four commands implement point estimation and uncertainty quantification (confidence intervals and confidence bands) for canonical and extended least squares binscatter regression (binsreg) as well as generalized nonlinear binscatter regression (binslogit for Logit regression, binsprobit for Probit regression, and binsqreg for quantile regression).

regression Uncertainty Quantification

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