Model selection for estimation of causal parameters
- đ¤ Speaker: Dominik Rothenhaeusler (Stanford University)
- đ Date & Time: Friday 30 October 2020, 16:00 - 17:00
- đ Venue: https://maths-cam-ac-uk.zoom.us/j/92821218455?pwd=aHFOZWw5bzVReUNYR2d5OWc1Tk15Zz09
Abstract
In causal inference, the goal is often to estimate average treatment effects. Selecting a model by cross-validation in this context can be problematic, as models that exhibit great predictive accuracy can be suboptimal for estimating the parameter of interest. We discuss several approaches to perform model selection in this context and compare their performance on simulated data sets.
Series This talk is part of the Statistics series.
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- https://maths-cam-ac-uk.zoom.us/j/92821218455?pwd=aHFOZWw5bzVReUNYR2d5OWc1Tk15Zz09
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Dominik Rothenhaeusler (Stanford University)
Friday 30 October 2020, 16:00-17:00