Exactly what i need! though, how do i preview?
24.07.2025 03:44 β π 0 π 0 π¬ 1 π 0@jiafengkevinchen.bsky.social
assistant professor of economics at stanford jiafengkevinchen.github.io
Exactly what i need! though, how do i preview?
24.07.2025 03:44 β π 0 π 0 π¬ 1 π 0If ATE in logs, one asymptotically valid answer is OLS y on treatment, maybe cluster SE by person. Asymptopia is a little heroic hereβ¦, but can interpret as the design-based Neyman variance?
11.07.2025 01:18 β π 1 π 0 π¬ 0 π 0I 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)
Can change goalpost by targeting ATE/E(Y0) or take ATE in log Y insteadβ¦If so then itβs standard
11.07.2025 01:14 β π 1 π 0 π¬ 1 π 0but probably hard at this sample sizeβ¦
11.07.2025 01:12 β π 1 π 0 π¬ 0 π 0this 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 π 2 π 0 π¬ 3 π 0The 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 π 18 π 3 π¬ 0 π 1[2025-04-18 Fri (UTC), no new articles found for econEM Econometrics]
18.04.2025 06:00 β π 2 π 1 π¬ 0 π 0ah, yes, the ol'
import(tau) == export
then run a single step of newton's method
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!)
recently sorta unconfused myself on something i was confused by for a long time -
01.04.2025 17:19 β π 19 π 1 π¬ 1 π 0Looking forward!
31.03.2025 03:19 β π 2 π 0 π¬ 0 π 0But @jannspiess.bsky.social would know :)
22.03.2025 00:15 β π 1 π 0 π¬ 0 π 0This sounds like the exact setting of coussens and spiess (?)
arxiv.org/abs/2108.03726
If I understand correctly, itβs 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)
New paper!
26.02.2025 17:17 β π 16 π 1 π¬ 2 π 0One 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 π 2 π 0 π¬ 0 π 0Ah, 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 π 3 π 0 π¬ 1 π 0Believe 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), thatβs 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 π 1 π 0 π¬ 1 π 0I also wondered about thisβ¦
βThe multiset of vectors x_m, m \in M, is linearly independentβ?
βOctober 19, 1989β lol
28.01.2025 01:06 β π 1 π 0 π¬ 1 π 01. 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
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 π 0 π 0 π¬ 1 π 0It's also not clearβwere it the policyβwhether there is any legal channel to obtain a visa for someone's pending child?
21.01.2025 02:04 β π 19 π 0 π¬ 1 π 0err, i just learned about this - doesn't look like a mistranslation to me
maybe "stale and dry" for εΉ²ε·΄οΌ
en.wikipedia.org/wiki/David_S...
I think one can argue this (collab w/ professionals) counts as an amateur breakthrough in math
www.quantamagazine.org/teenager-sol...
does this count as amateur?
Dumb Q: is this the complete class theorem?
18.12.2024 02:17 β π 0 π 0 π¬ 1 π 0I donβt 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 π 4 π 0 π¬ 0 π 0