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cemmap Course: Estimating causal parameters from a high dimensional model u...

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Birkbeck Clore Lecture room

27 Torrington Square

Bloomsbury

WC1E 7JL

United Kingdom

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Refunds up to 30 days before event

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This six-hour course shows how to estimate causal parameters
from a high-dimensional model using the inferential lasso
commands in Stata.

It begins by introducing high-dimensional models and discusses
which estimation methods work and which estimation methods do
not work. This introduction shows how the lasso is used in
these methods.

Next, the course provides an introduction to how the lasso is
implemented in Stata and an overview of relevant theory.
This part also discusses how to use Stata's lasso commands to
solve prediction problems.

Finally, the course discusses the Stata implementation and the
relevant theory for a series of commands that estimate causal
parameters from high-dimensional models. These parts of the
course discuss commands for linear models, logit models and
Poisson models with exogenous variables. They also discuss
commands for linear models with endogenous variables. Some
extensions to average treatment effects for exogenous
treatments are also discussed.

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Date and Time

Location

Birkbeck Clore Lecture room

27 Torrington Square

Bloomsbury

WC1E 7JL

United Kingdom

View Map

Refund Policy

Refunds up to 30 days before event

Eventbrite's fee is nonrefundable.

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