Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments
Author:
Affiliation:
1. Department of Government and Department of Statistics, Harvard University, Cambridge, MA
2. Technology and Operations Management, Harvard Business School, Boston, MA
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2024.2358909
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2. Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
3. Austern M. and Zhou W. (2020) “Asymptotics of Cross-Validation ” arXiv preprint arXiv:2001.11111.
4. Convergence of Sample Paths of Normalized Sums of Induced Order Statistics
5. Canay I. Illanes G. and Velez A. (2023) “A User’s Guide to Inference in Models Defined by Moment Inequalities ” Technical Report National Bureau of Economic Research.
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