
Estimating Conditional Average Treatment Effects (CATEs) using Triple/Debiased Lasso methodology.


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triple-debiased-lasso-for-statistical-inference-of-conditional-average-treatment-effects


Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects


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This study introduces the Triple/Debiased Lasso (TDL) estimator for consistent estimation and statistical inference of Conditional Average Treatment Effects (CATEs) without directly assuming sparsity in high-dimensional linear regression models.
