De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers

23 Feb 2018Victor ChernozhukovWhitney NeweyRahul Singh

We provide novel adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include average treatment effects, policy effects, and derivatives... (read more)

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