1 code implementation • 22 Feb 2022 • Fengshi Niu, Harsha Nori, Brian Quistorff, Rich Caruana, Donald Ngwe, Aadharsh Kannan
Our meta-algorithm can work with simple, single-stage CATE estimators such as S-learner and more complex multi-stage estimators such as DR and R-learner.
no code implementations • 30 Dec 2021 • George Gui, Harikesh Nair, Fengshi Niu
Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation.
no code implementations • 15 Dec 2020 • Bryan S. Graham, Fengshi Niu, James L. Powell
Second, we calculate (i) pointwise and (ii) uniform convergence rates for the dyadic analog of the familiar Nadaraya-Watson (NW) kernel regression estimator.
Statistics Theory Econometrics Statistics Theory 62G08, 49K35, 91D30