{"id":2787,"date":"2024-11-21T20:00:42","date_gmt":"2024-11-21T12:00:42","guid":{"rendered":"https:\/\/changjinyuan.com\/?p=2787"},"modified":"2024-12-20T20:45:49","modified_gmt":"2024-12-20T12:45:49","slug":"zhong-w-gao-y-zhou-wei-fan-q-2021-endogenous-treatment-effect-estimation-using-high-dimensional-instruments-and-double-selection-statistics-probability-letters-vol-169-no-108967","status":"publish","type":"post","link":"https:\/\/changjinyuan.com\/index.php\/en\/publications-en\/publications-all-en\/2787\/","title":{"rendered":"Zhong, W., Gao, Y., Zhou, W., &#038; Fan, Q. (2021). Endogenous treatment effect estimation using high-dimensional instruments and double selection. Statistics &#038; Probability Letters, 169, 108967."},"content":{"rendered":"<p>We propose a double selection instrumental variable estimator for the endogenous treat- ment effects using both high-dimensional control variables and instrumental variables. It deals with the endogeneity of the treatment variable and reduces omitted variable bias due to imperfect model selection.<\/p>\r\n\r\n<div data-wp-interactive=\"core\/file\" class=\"wp-block-file\"><object data-wp-bind--hidden=\"!state.hasPdfPreview\" hidden class=\"wp-block-file__embed\" style=\"width: 100%; height: 600px;\" data=\"https:\/\/changjinyuan.com\/wp-content\/uploads\/2024\/12\/Zhong-W.-Gao-Y.-\u5468\u73ae-Fan-Q.-2021.-Endogenous-treatment-effect-estimation-using-high-dimensional-instruments-and-double-selection-Statistic.pdf\" type=\"application\/pdf\" width=\"300\" height=\"150\" aria-label=\"\u5d4c\u5165 &lt;strong&gt;&lt;mark style=&quot;background-color:rgba(0, 0, 0, 0)&quot; class=&quot;has-inline-color has-vivid-cyan-blue-color&quot;&gt;Endogenous treatment effect estimation using high dimensional instruments and double selection, Statistic.pdf&lt;\/mark&gt;&lt;\/strong&gt;\"><\/object><a id=\"wp-block-file--media-476ce9de-29e5-4777-9807-b95684d09626\" href=\"https:\/\/changjinyuan.com\/wp-content\/uploads\/2024\/12\/Zhong-W.-Gao-Y.-\u5468\u73ae-Fan-Q.-2021.-Endogenous-treatment-effect-estimation-using-high-dimensional-instruments-and-double-selection-Statistic.pdf\" target=\"_blank\" rel=\"noreferrer noopener\"><strong><mark class=\"has-inline-color has-vivid-cyan-blue-color\" style=\"background-color: rgba(0, 0, 0, 0);\">Endogenous treatment effect estimation using high dimensional instruments and double selection, Statistic.pdf<\/mark><\/strong><\/a><a class=\"wp-block-file__button wp-element-button\" href=\"https:\/\/changjinyuan.com\/wp-content\/uploads\/2024\/12\/Zhong-W.-Gao-Y.-\u5468\u73ae-Fan-Q.-2021.-Endogenous-treatment-effect-estimation-using-high-dimensional-instruments-and-double-selection-Statistic.pdf\" download=\"\" aria-describedby=\"wp-block-file--media-476ce9de-29e5-4777-9807-b95684d09626\">Download<\/a><\/div>","protected":false},"excerpt":{"rendered":"<p>We propose a double selection instrumental variable estimator for the endogenous treat- ment effects using both high-dimensional control variables and instrumental variables. It deals with the endogeneity of the treatment variable and reduces omitted variable bias due to imperfect model selection.<\/p>\n","protected":false},"author":1,"featured_media":2784,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[21],"tags":[],"class_list":["post-2787","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-publications-all-en"],"acf":[],"lang":"en","translations":{"en":2787,"cn":2575},"pll_sync_post":[],"_links":{"self":[{"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/posts\/2787","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/comments?post=2787"}],"version-history":[{"count":4,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/posts\/2787\/revisions"}],"predecessor-version":[{"id":3555,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/posts\/2787\/revisions\/3555"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/media\/2784"}],"wp:attachment":[{"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/media?parent=2787"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/categories?post=2787"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/changjinyuan.com\/index.php\/wp-json\/wp\/v2\/tags?post=2787"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}