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Canceled : David DRUKKER (University of Michigan) – “An introduction to estimating causal parameters from high-dimensional models using the lasso in Stata”

September 13, 12:15 pm - 1:45 pm

Canceled : The Microeconometrics Seminar: Every Tuesday at 12:15 pm.

Time: 12:15 pm – 1:45 pm
Date: 13 th of September 2019 Exceptionally Friday

Place: Room 3001

David DRUKKER (University of Michigan) – “An introduction to estimating causal parameters from high-dimensional models using the lasso in Stata”

Abstract: This talk shows how to estimate causal parameters from a high-dimensional model using the lasso in Stata. After providing an introduction to high-dimensional models, this talk shows how to use lasso prediction commands and the lasso inferential commands in Stata.  It also provides an introduction to the lasso and to how the inferential lasso commands work.

Organizers:

Xavier D’HAULTFOEUILLE (Laboratoire de Microéconométrie-CREST)

Benoît SCHMUTZ (Laboratoire de Microéconométrie-CREST)

Sponsors:
CREST

 

Details

Date:
September 13
Time:
12:15 pm - 1:45 pm
Event Categories:
,

Venue