Výsledky vyhledávání - "Farbmacher, Helmut"

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Revisiting the Many Instruments Problem using Random Matrix Theory

Autor: Farbmacher, Helmut, Groh, Rebecca, Mühlegger, Michael, Vollert, Gabriel

We use recent results from the theory of random matrices to improve instrumental variables estimation with many instruments. In settings where the first-stage parameters are dense, we show that Ridge lowers the implicit price of a bias adjustment. Th

Externí odkaz: http://arxiv.org/abs/2408.08580

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Detecting Grouped Local Average Treatment Effects and Selecting True Instruments

Autor: Apfel, Nicolas, Farbmacher, Helmut, Groh, Rebecca, Huber, Martin, Langen, Henrika

Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct instruments, e

Externí odkaz: http://arxiv.org/abs/2207.04481

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Causal mediation analysis with double machine learning

Autor: Farbmacher, Helmut, Huber, Martin, Lafférs, Lukáš, Langen, Henrika, Spindler, Martin

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect effect of

Externí odkaz: http://arxiv.org/abs/2002.12710

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On the Effect of Imputation on the 2SLS Variance

Autor: Farbmacher, Helmut, Kann, Alexander

Endogeneity and missing data are common issues in empirical research. We investigate how both jointly affect inference on causal parameters. Conventional methods to estimate the variance, which treat the imputed data as if it was observed in the firs

Externí odkaz: http://arxiv.org/abs/1903.11004

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