[Seminario] RECORDATORIO INVITACION SEMINARIO OPTIMIZACIÓN Y EQUILIBRIO 06 de julio a las 16:30 HRS.
Maria Ines
mrivera en dim.uchile.cl
Mie Jul 6 07:46:28 CLT 2016
Estimados Académicos y Alumnos,
Se les recuerda que hoy Miércoles 06 de Julio a las 16:30 hrs, se
realizará el Seminario Optimización y Equilibrio, en la sala de
Seminarios John Von Neumann CMM, séptimo piso de Beauchef 851, Torre
Norte.
/*SEMINARIO
OPTIMIZACION Y EQUILIBRIO
EXPOSITOR
Dr. Juan Diaz
Department of Statistics, Harvard University, Cambridge, MA.
TITLE
Asymptotic properties of an optimization-based matching estimator
for average treatment effects
Abstract: */
This paper investigates the asymptotic properties of a novel
matching estimator for the average treatment effects of binary
programs. In order to impute the missing potential outcome for each
unit, this approach employs both a number of neighbors and a weighting
scheme that are endogenously determined by solving a nested pair of
optimization
problems associated with an individual covariate balancing criterion.
Under mild conditions, our main contributions are: (i) the asymptotic
normality and a consistent estimator of the conditional variance of the
estimators for the ATE and ATT, (ii) the conditional bias of the
estimator for the ATE is "O_p(n^{-2/n})", where "n" is the sample size
and "d" is the dimension of continuous covariate, and (iii) general
conditions under which the estimator of the ATT do attain
squar{n}-consistency. Save particular cases, the order of convergence in
(ii) cannot be achieved by the conditional bias
of any nonparametric "matching estimator" for the ATT, neither by k-NN
matching estimators.
Joint work with Roberto Cominetti and Jorge Rivera.
Miércoles 06 de Julio del 2016, a las 16:30 hrs, Sala de Seminarios John
Von Neumann CMM, Beauchef 851, Torre Norte, Piso 7.
Esperando contar con su presencia, les saluda,
Ma. Inés Rivera
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