[Seminario] INVITACION SEMINARIO OPTIMIZACIÓN Y EQUILIBRIO 06 de julio a las 16:30 HRS.

Maria Ines mrivera en dim.uchile.cl
Mie Jun 29 15:06:01 CLT 2016


Estimados Académicos y Alumnos,

Se les invita para  el próximo Miércoles 06 de Julio a las 16:30 hrs,  
al Seminario Optimización y Equilibrio, el cual tendrá lugar 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

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listas.dim.uchile.cl/pipermail/seminario/attachments/20160629/683d23d2/attachment-0001.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: Abstract_Asymptotic_CDR_Jun_2016.pdf
Type: application/pdf
Size: 147936 bytes
Desc: not available
URL: <http://listas.dim.uchile.cl/pipermail/seminario/attachments/20160629/683d23d2/attachment-0001.pdf>


Más información sobre la lista de distribución Seminario