Cornell University

This is a past event. Its details are archived for historical purposes.

The contact information may no longer be valid.

Please visit our current events listings to look for similar events by title, location, or venue.

Junior Recruitment Workshop: Vira Semenova

Tuesday, February 5, 2019 at 11:40am to 1:10pm

Sage Hall, 141
Johnson Graduate School-Management, 106 Sage Hall, Ithaca, NY 14853-6201, USA

Vira Semenova,  MIT

Machine Learning for Set-Identified Linear Models

Abstract: Set-identified models often restrict the number of covariates leading to wide identified sets in practice. This paper provides estimation and inference methods for set-identified linear models with high-dimensional covariates where the model selection is based on modern machine learning tools. I characterize the support function of the identified set using a semiparametric moment condition. Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, uniformly asymptotically Gaussian estimator of the support function. I also prove the validity of the Bayesian bootstrap procedure to conduct inference about the identified set. I provide a general method to construct a Neyman-orthogonal moment condition for the support function. I apply this result to estimate sharp non-parametric bounds on the average treatment effect in Lee (2008)’s model of endogenous selection and substantially tighten the bounds on this parameter in Angrist et al. (2006)’s empirical setting. I also apply this result to estimate sharp identified sets for two other parameters - a new parameter, called a partially linear predictor, and the average partial derivative when the outcome variable is interval-censored. 

Google Calendar iCal Outlook
Event Type

Seminar, Class/ Workshop




economics, EconSeminar, EconMetrics, EconMacro, EconPublic, EconIO, EconRecruit, EconBehave, EconMicro, EconLabor, EconAppliedMicro



Contact E-Mail

Contact Name

Amy Moesch

Contact Phone



Vira Semenova

Speaker Affiliation


Open To

Cornell Economics Community (List Serve Members)