controls using Lasso and related methods. We develop estimation and inference methods for the average treatment effect in this … setting, proposing a novel "post double selection" method that provides attractive inferential and estimation properties. In … account for the impact of selection errors on estimation and inference. In order to cover typical applications in economics …

based on testing or point estimation methods will be regular despite selection or regularization biases occurring in … estimation of the high-dimensional nuisance parameter. The results may be applied to establish uniform validity of post … "immunized" estimating equations that are locally insensitive to small mistakes in estimation of the high-dimensional nuisance …

, we show that the post-SVT inference can be conducted via three steps: (1) apply the nuclear-norm penalized estimation;(2 … and time effect components in the slope matrix. To properly control for the effect of the penalized low-rank estimation …