Inference on Treatment Effects after Selection among High-Dimensional Controls
We propose robust methods for inference about the effect of a treatment variable on a scalar outcome in the presence of very many regressors in a model with possibly non-Gaussian and heteroscedastic disturbances. We allow for the number of regressors to be larger than the sample size. To make inform...
| Main Authors: | , , |
|---|---|
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press,
2017-04-25T19:49:17Z.
|
| Subjects: | |
| Online Access: | Get fulltext |