no code implementations • 29 Aug 2023 • Robert P. Lieli, Augusto Nieto-Barthaburu
Systematically biased forecasts are typically interpreted as evidence of forecasters' irrationality and/or asymmetric loss.
no code implementations • 12 Jan 2023 • Mate Kormos, Robert P. Lieli, Martin Huber
We study causal inference in a setting in which units consisting of pairs of individuals (such as married couples) are assigned randomly to one of four categories: a treatment targeted at pair member A, a potentially different treatment targeted at pair member B, joint treatment, or no treatment.
no code implementations • 3 Dec 2021 • Yu-Chin Hsu, Robert P. Lieli
We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit regression).
no code implementations • 6 Aug 2019 • Qingliang Fan, Yu-Chin Hsu, Robert P. Lieli, Yichong Zhang
In the first stage, the nuisance functions necessary for identifying CATE are estimated by machine learning methods, allowing the number of covariates to be comparable to or larger than the sample size.