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Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"

Author

Listed:
  • Alexandre Belloni
  • Victor Chernozhukov
  • Christian Hansen

Abstract

In this supplementary appendix we provide additional results, omitted proofs and extensive simulations that complement the analysis of the main text (arXiv:1201.0224).

Suggested Citation

  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"," Papers 1305.6099, arXiv.org, revised Jun 2013.
    • Handle: RePEc:arx:papers:1305.6099
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    File URL: http://arxiv.org/pdf/1305.6099
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    References listed on IDEAS

    as
    1. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
    2. Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
    3. Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers 67/13, Institute for Fiscal Studies.
    4. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform post selection inference for LAD regression models," CeMMAP working papers CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
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