Post-Selection Inference for Generalized Linear Models with Many Controls

15 April 2013

Papers citing "Post-Selection Inference for Generalized Linear Models with Many Controls"

47 / 47 papers shown

Title
The Post Double LASSO for Efficiency Analysis Christopher Parmeter Artem Prokhorov Valentin Zelenyuk 9 0 0 20 May 2025
U-learning for Prediction Inference via Combinatory Multi-Subsampling: With Applications to LASSO and Neural Networks Zhe Fei Yi Li AI4CE 33 1 0 22 Jul 2024
Adaptive debiased SGD in high-dimensional GLMs with streaming data Ruijian Han Lan Luo Yuanhang Luo Yuanyuan Lin Jian Huang 29 0 0 28 May 2024
Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects Masahiro Kato CML 41 1 0 05 Mar 2024
CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression Masahiro Kato Masaaki Imaizumi CML 22 2 0 25 Oct 2023
Statistical Limits of Adaptive Linear Models: Low-Dimensional Estimation and Inference Licong Lin Mufang Ying Suvrojit Ghosh K. Khamaru Cun-Hui Zhang 19 2 0 01 Oct 2023
Penalized Likelihood Inference with Survey Data J. Jasiak Purevdorj Tuvaandorj 8 2 0 16 Apr 2023
Semi-parametric inference based on adaptively collected data Licong Lin K. Khamaru Martin J. Wainwright OffRL 39 6 0 05 Mar 2023
Model-Agnostic Confidence Intervals for Feature Importance: A Fast and Powerful Approach Using Minipatch Ensembles Luqin Gan Lili Zheng Genevera I. Allen 39 6 0 05 Jun 2022
Average Adjusted Association: Efficient Estimation with High Dimensional Confounders S. Jun S. Lee 39 1 0 27 May 2022
Statistical Inference for Genetic Relatedness Based on High-Dimensional Logistic Regression Rong Ma Zijian Guo T. Tony Cai Hongzhe Li 6 9 0 21 Feb 2022
An Overview of Healthcare Data Analytics With Applications to the COVID-19 Pandemic Z. Fei Y. Ryeznik O. Sverdlov C. Tan Weng Kee Wong 27 20 0 25 Nov 2021
Test of Significance for High-dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference Huijie Feng Jingyi Duan Y. Ning Jiwei Zhao 11 1 0 09 Aug 2021
Scalable Econometrics on Big Data -- The Logistic Regression on Spark Aurelien Ouattara Matthieu Bulté Wanxuan Lin Philipp Scholl Benedikt Veit Christos Ziakas Florian Felice Julien Virlogeux George N. Dikos 13 1 0 18 Jun 2021
Generalized Linear Models with Structured Sparsity Estimators Mehmet Caner 24 2 0 29 Apr 2021
High-dimensional inference robust to outliers with l1-norm penalization Jad Beyhum 28 1 0 28 Dec 2020
Deep Learning for Individual Heterogeneity M. Farrell Tengyuan Liang S. Misra BDL 29 17 0 28 Oct 2020
Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data Y. Ning Sida Peng Jing Tao 19 5 0 07 Sep 2020
Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond Nathan Kallus Xiaojie Mao Masatoshi Uehara 25 25 0 30 Dec 2019
First order expansion of convex regularized estimators Pierre C. Bellec Arun K. Kuchibhotla 14 2 0 12 Oct 2019
Sparsity Double Robust Inference of Average Treatment Effects Jelena Bradic Stefan Wager Yinchu Zhu CML 25 39 0 02 May 2019
The False Positive Control Lasso Erik Drysdale Yingwei P Peng T. Hanna P. Nguyen Anna Goldenberg 16 2 0 29 Mar 2019
Modified Causal Forests for Estimating Heterogeneous Causal Effects M. Lechner CML 8 48 0 22 Dec 2018
Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score Y. Ning Sida Peng Kosuke Imai 33 87 0 20 Dec 2018
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models Denis Nekipelov Vira Semenova Vasilis Syrgkanis 13 20 0 13 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 33 67 0 05 Jun 2018
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models Rong Ma T. Tony Cai Hongzhe Li 13 65 0 17 May 2018
Estimation and Inference on Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels under Weak Dependence Vira Semenova Matt Goldman Victor Chernozhukov Matt Taddy CML 25 12 0 28 Dec 2017
Debiasing the Debiased Lasso with Bootstrap Sai Li 28 14 0 09 Nov 2017
On the efficiency of the de-biased Lasso Sara van de Geer 19 6 0 26 Aug 2017
Debiased Machine Learning of Conditional Average Treatment Effects and Other Causal Functions Victor Chernozhukov Vira Semenova CML 13 17 0 21 Feb 2017
Uniform Inference for High-dimensional Quantile Regression: Linear Functionals and Regression Rank Scores Jelena Bradic Mladen Kolar 24 25 0 20 Feb 2017
Locally Robust Semiparametric Estimation Victor Chernozhukov J. Escanciano Hidehiko Ichimura Whitney Newey J. M. Robins 29 206 0 29 Jul 2016
Post-Regularization Inference for Time-Varying Nonparanormal Graphical Models Junwei Lu Mladen Kolar Han Liu 25 27 0 28 Dec 2015
A Unified Theory of Confidence Regions and Testing for High Dimensional Estimating Equations Matey Neykov Y. Ning Jun S. Liu Han Liu 27 77 0 30 Oct 2015
Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model Junwei Lu Mladen Kolar Han Liu 30 23 0 10 Mar 2015
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach Victor Chernozhukov Christian B. Hansen Martin Spindler 47 173 0 14 Jan 2015
A General Theory of Hypothesis Tests and Confidence Regions for Sparse High Dimensional Models Y. Ning Han Liu 36 303 0 30 Dec 2014
High Dimensional Expectation-Maximization Algorithm: Statistical Optimization and Asymptotic Normality Zhaoran Wang Quanquan Gu Y. Ning Han Liu 41 53 0 30 Dec 2014
On Semiparametric Exponential Family Graphical Models Zhuoran Yang Y. Ning Han Liu 41 32 0 30 Dec 2014
Testing and Confidence Intervals for High Dimensional Proportional Hazards Model Ethan X. Fang Y. Ning Han Liu 41 71 0 16 Dec 2014
A Likelihood Ratio Framework for High Dimensional Semiparametric Regression Y. Ning Tianqi Zhao Han Liu 44 35 0 06 Dec 2014
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models A. Belloni Victor Chernozhukov Kengo Kato 30 62 0 27 Dec 2013
Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations M. Farrell 55 343 0 18 Sep 2013
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 69 1,391 0 27 May 2013
High-dimensional generalized linear models and the lasso Sara van de Geer 196 749 0 04 Apr 2008
Confidence Sets Based on Sparse Estimators Are Necessarily Large B. M. Potscher 106 41 0 07 Nov 2007