no code implementations • 21 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.
1 code implementation • 29 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.
no code implementations • 12 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. $\log(1+Y)$, $\mathrm{arcsinh}(Y)$).
no code implementations • 14 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?
no code implementations • 17 Feb 2022 • Jiafeng Chen
This paper notes a simple connection between synthetic control and online learning.
no code implementations • 7 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.
1 code implementation • 13 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.
1 code implementation • 30 Jul 2021 • Jiafeng Chen, David M. Ritzwoller
Long-term outcomes of experimental evaluations are necessarily observed after long delays.
no code implementations • 12 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.