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Confounder adjustment in large-scale linear structural models
www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf3 Jun 2024: I In R, run summary(lm(YX)).I Equivalent to a two-sample t-test with equal variance. ... Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1). -
Two-Sample Instrumental Variable Analysis: Challenges and Some…
www.statslab.cam.ac.uk/~qz280/publication/two-sample-iv/slides.pdf3 Jun 2024: Future work: Goodness-of-fit test of the statistical model. Good statistical fit more confidence in the results? ... TheReview of Economics and Statistics, 92(3):557–561, 2010. M. Katan. Apoupoprotein e isoforms, serum cholesterol, and cancer. -
CAUSAL INTERPRETATIONS OF BLACK-BOX MODELS QINGYUAN ZHAO AND TREVOR…
www.statslab.cam.ac.uk/~qz280/publication/pdp/paper.pdf3 Jun 2024: ICE is first introduced to discover. interaction between the predictor variables and visually test if the function g is additive. ... Journal of Economic Perspectives, 31(2):87–106, 2017. Judea Pearl. Comment: Graphical models, causality and -
Lecture Notes on Causal Inference(with corrections) Qingyuan Zhao May …
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/notes-2021.pdf3 Jun 2024: The first approachtries to test the conditional independence A[n] Y[n](0) | X. ... A level-α randomisation test then rejects H0 if Pm α. 2.19 Theorem.
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