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kevin chen

@jiafengkevinchen.bsky.social

assistant professor of economics at stanford jiafengkevinchen.github.io

2,156 Followers  |  437 Following  |  81 Posts  |  Joined: 07.08.2023  |  1.6628

Latest posts by jiafengkevinchen.bsky.social on Bluesky

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Exactly what i need! though, how do i preview?

24.07.2025 03:44 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

If ATE in logs, one asymptotically valid answer is OLS y on treatment, maybe cluster SE by person. Asymptopia is a little heroic here…, but can interpret as the design-based Neyman variance?

11.07.2025 01:18 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

I just observe the marginal distributions for Y1 and Y0, but avg ratio depends on joint

(This is for person-task being iid. Have not thought through the fact that you have multiple tasks per person)

11.07.2025 01:16 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Can change goalpost by targeting ATE/E(Y0) or take ATE in log Y instead…If so then it’s standard

11.07.2025 01:14 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

but probably hard at this sample size…

11.07.2025 01:12 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
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Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper b...

this parameter is not point identified without assuming strong homogeneity. lihua has some work on bounding arxiv.org/abs/2310.08115

11.07.2025 01:10 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 3    πŸ“Œ 0
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The Thresholding Multiple Outcomes method addresses spatial correlation in regressions by using information from additional outcomes to identify correlated locations, from Stefano DellaVigna, Guido Imbens, Woojin Kim, and @dritzwoller.bsky.social https://www.nber.org/papers/w33716

29.04.2025 20:00 β€” πŸ‘ 18    πŸ” 3    πŸ’¬ 0    πŸ“Œ 1

[2025-04-18 Fri (UTC), no new articles found for econEM Econometrics]

18.04.2025 06:00 β€” πŸ‘ 2    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0
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ah, yes, the ol'
import(tau) == export
then run a single step of newton's method

03.04.2025 04:03 β€” πŸ‘ 6    πŸ” 0    πŸ’¬ 1    πŸ“Œ 1

Ha, have a little stage fright about sending to you this first draft, but obviously very curious about your reaction!

thanks for two great presentations (clearly I learned a lot!)

01.04.2025 18:13 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

recently sorta unconfused myself on something i was confused by for a long time -

01.04.2025 17:19 β€” πŸ‘ 19    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

Looking forward!

31.03.2025 03:19 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

But @jannspiess.bsky.social would know :)

22.03.2025 00:15 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
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Improving Inference from Simple Instruments through Compliance Estimation Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exo...

This sounds like the exact setting of coussens and spiess (?)

arxiv.org/abs/2108.03726

22.03.2025 00:14 β€” πŸ‘ 7    πŸ” 0    πŸ’¬ 2    πŸ“Œ 0

If I understand correctly, it’s doing the same conceptual
thing as rdhonest but imposing that CATE(x) is linear. If so, then probably can extend to discrete running variables (as long as CATE(x) being linear in x still makes sense)

20.03.2025 05:31 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

New paper!

26.02.2025 17:17 β€” πŸ‘ 16    πŸ” 1    πŸ’¬ 2    πŸ“Œ 0

One could do a cross-fit version of this where you flip the roles of the train-test split. (This is basically SSIV, but hopefully some machine learning method learns E[treatment | instrument] well)

14.02.2025 04:23 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Ah, here's a cheap thing. If you're willing to split sample into (train, test), you could use the training set to compute *whatever* estimate of E[treatment | instrument] you'd like. Call what you get \hat f(z). Then on the test set, get the predictions \hat f(z) and 2SLS w/ \hat f(z)

14.02.2025 04:20 β€” πŸ‘ 3    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

Believe 2sls with multiple instruments is equivalent to 2sls using the first-stage fitted value as an instrument. Even if z2 is just noise (but relatively low dimensional), that’s not going to change the fitted value by much if n is reasonably large. I would just include both

13.02.2025 21:24 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

I also wondered about this…
β€œThe multiset of vectors x_m, m \in M, is linearly independent”?

29.01.2025 19:37 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

β€œOctober 19, 1989” lol

28.01.2025 01:06 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

1. consider the hilbert space of assets
2. the map that sends an asset to "its price in cash" is a rank 1 operator on this space
3. consider the singular value decomposition of this operator
4. admire the right singular vector
5. ???
6. profit

23.01.2025 01:49 β€” πŸ‘ 6    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

so if the EO were to stand, a pregnant woman legally permitted to stay/work in the US would need to exit the US, give birth, then apply for a dependent visa for her newborn, right?

21.01.2025 17:32 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

It's also not clearβ€”were it the policyβ€”whether there is any legal channel to obtain a visa for someone's pending child?

21.01.2025 02:04 β€” πŸ‘ 19    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

err, i just learned about this - doesn't look like a mistranslation to me

maybe "stale and dry" for 干巴?

21.01.2025 01:20 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0
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a close up of a cartoon character 's fist against a blue background . ALT: a close up of a cartoon character 's fist against a blue background .

my inner frequentist

18.01.2025 19:59 β€” πŸ‘ 10    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
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David Smith (amateur mathematician) - Wikipedia

en.wikipedia.org/wiki/David_S...
I think one can argue this (collab w/ professionals) counts as an amateur breakthrough in math

18.12.2024 05:36 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
Teenager Solves Stubborn Riddle About Prime Number Look-Alikes | Quanta Magazine In his senior year of high school, Daniel Larsen proved a key theorem about Carmichael numbers β€” strange entities that mimic the primes. β€œIt would be a paper that any mathematician would be really pro...

www.quantamagazine.org/teenager-sol...
does this count as amateur?

18.12.2024 05:35 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

Dumb Q: is this the complete class theorem?

18.12.2024 02:17 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

I don’t think this contradicts? Do and talk about actually popular things and avoid taking unpopular positions, regardless of what the Groups think

16.12.2024 00:06 β€” πŸ‘ 4    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

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