Post-Selection Inference for Generalized Linear Models With Many Controls
This article considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an instrument that immunizes against model selection mistakes and apply it to the case of logistic binary choice model. M...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Informa UK Limited,
2018-03-01T21:46:55Z.
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| Subjects: | |
| Online Access: | Get fulltext |