no code implementations • 3 Jul 2023 • Yu-Chin Hsu, Martin Huber, Yu-Min Yen
We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption.
no code implementations • 3 Dec 2021 • Yu-Chin Hsu, Robert P. Lieli
We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit regression).
no code implementations • 8 Jun 2021 • Yu-Chin Hsu, Martin Huber, Ying-Ying Lee, Chu-An Liu
While most treatment evaluations focus on binary interventions, a growing literature also considers continuously distributed treatments.
no code implementations • 6 Aug 2019 • Qingliang Fan, Yu-Chin Hsu, Robert P. Lieli, Yichong Zhang
In the first stage, the nuisance functions necessary for identifying CATE are estimated by machine learning methods, allowing the number of covariates to be comparable to or larger than the sample size.
no code implementations • 20 Mar 2018 • Yu-Chin Hsu, Ta-Cheng Huang, Haiqing Xu
Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e. g., Heckman and Vytlacil, 2005).