Cornell University

Junior Recruitment Workshop: Harold Chiang

Wednesday, January 22, 2020 at 11:40am to 1:10pm

Ives Hall, 115
B07 Tower Rd, Ithaca, NY 14853, USA

Harold Chiang - Vanderbilt University

Many Average Partial Effects:  With an Application to Text Regression

Abstract:  We study estimation, pointwise and simultaneous inference, and confidence intervals for many average partial effects of lasso Logit. Focusing on high-dimensional cluster-sampling environments, we propose a new average partial effect estimator and explore its asymptotic properties. Practical penalty choices compatible with our asymptotic theory are also provided. The proposed estimator allow for valid inference without requiring oracle property. We provide easy-to-implement algorithms for cluster-robust high-dimensional hypothesis testing and construction of simultaneously valid confidence intervals using a multiplier cluster bootstrap. We apply the proposed algorithms to the text regression model of Wu (2018) to examine the presence of gendered language on the internet.

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Event Type

Seminar, Class/ Workshop

Tags

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

Contact E-Mail

alg5@cornell.edu

Contact Name

Amy Moesch

Contact Phone

607-255-5617

Speaker

Harold Chiang

Speaker Affiliation

Vanderbilt University

Open To

Cornell Economics Community (List Serve Members)