学术报告
许育进: The Use of Machine Learning in Treatment Effect Estimation

 

Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:

许育进,Institute of Economics, Academia Sinica

Inviter: 洪永淼研究员
Title:
The Use of Machine Learning in Treatment Effect Estimation
Language: Chinese
Time & Venue:
2022.11.22 16:30-18:00 N204 & 腾讯会议号:375 8612 5504
Abstract:

We present recent developments in double machine learning (DML) approach. The DML approach is concerned primarily with selecting the relevant control variables and functional forms necessary for the consistent estimation of an average treatment effect. We explain why the use of orthogonal moment conditions is crucial in this setting. We also discuss how DML approach can be applied to estimate the conditional average treatment effect (CATE) function conditional on a pre-specified coordinate.