核心概念
Nonasymptotic analysis provides efficient inference for causal parameters in nested NPIV models.
摘要
The content discusses the challenges and solutions for estimating causal parameters in short panel data models using nested nonparametric instrumental variable regression (NPIV). The analysis focuses on addressing ill posedness issues and providing efficient inference for various treatment effects.
Introduction to Nested NPIV and its applications in causal inference.
Challenges related to ill posedness in nested NPIV estimation.
Proposed adversarial estimators for nested NPIV and their efficiency.
Application of the proposed estimators to real-world data from Project STAR and Job Corps evaluations.
Detailed theoretical framework, including critical radius conditions, source conditions, and relative ill posedness assumptions.