Program Evaluation with High-Dimensional Data

  title={Program Evaluation with High-Dimensional Data},
  author={Alexandre Belloni and Victor Chernozhukov},
In the first part of the paper, we consider estimation and inference on policy relevant treatment effects, such as local average and local quantile treatment effects, in a data-rich environment where there may be many more control variables available than there are observations. In addition to allowing many control variables, the setting we consider allows endogenous receipt of treatment, heterogeneous treatment effects, and function-valued outcomes. To make informative inference possible, we… CONTINUE READING
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