Search Results for author: Jiafeng Chen

Found 10 papers, 3 papers with code

Optimal Conditional Inference in Adaptive Experiments

no code implementations21 Sep 2023 Jiafeng Chen, Isaiah Andrews

We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of these may be chosen adaptively using information up to the last batch of the experiment.

Empirical Bayes When Estimation Precision Predicts Parameters

1 code implementation29 Dec 2022 Jiafeng Chen

Empirical Bayes methods usually maintain a prior independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates.

Logs with zeros? Some problems and solutions

no code implementations12 Dec 2022 Jiafeng Chen, Jonathan Roth

When studying an outcome $Y$ that is weakly-positive but can equal zero (e. g. earnings), researchers frequently estimate an average treatment effect (ATE) for a "log-like" transformation that behaves like $\log(Y)$ for large $Y$ but is defined at zero (e. g. $\log(1+Y)$, $\mathrm{arcsinh}(Y)$).

JUE Insight: The (Non-)Effect of Opportunity Zones on Housing Prices

no code implementations14 Apr 2022 Jiafeng Chen, Edward Glaeser, David Wessel

Will the Opportunity Zones (OZ) program, America's largest new place-based policy in decades, generate neighborhood change?

Synthetic Control As Online Linear Regression

no code implementations17 Feb 2022 Jiafeng Chen

This paper notes a simple connection between synthetic control and online learning.

counterfactual regression

Nonparametric Treatment Effect Identification in School Choice

no code implementations7 Dec 2021 Jiafeng Chen

In particular, many aggregations of aTEs put zero weight on aTEs driven by RD variation, and estimators of such aggregations put asymptotically vanishing weight on the RD-driven aTEs.

regression

Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators

1 code implementation13 Oct 2021 Jiafeng Chen, Xiaohong Chen, Elie Tamer

We investigate the performance of various ANNs in nonparametric instrumental variables (NPIV) models of moderately high dimensional covariates that are relevant to empirical economics.

Semiparametric Estimation of Long-Term Treatment Effects

1 code implementation30 Jul 2021 Jiafeng Chen, David M. Ritzwoller

Long-term outcomes of experimental evaluations are necessarily observed after long delays.

Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models

no code implementations12 Nov 2020 Jiafeng Chen, Daniel L. Chen, Greg Lewis

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting.

BIG-bench Machine Learning

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