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UID:20251107T062630EST-59367M0OJL@132.216.98.100
DTSTAMP:20251107T112630Z
DESCRIPTION:'Automatic Debiased Machine Learning via Neural Nets for Genera
 lized Linear Regression'\n\nWhitney Newey (MIT)\n	Montreal Econometrics Sem
 inar\n	September 30\, 2022\, 3:30 to 5:00 PM\n	ARTS 160\n\nAbstract:\n	We giv
 e debiased machine learners of parameters of interest that depend on gener
 alized linear regressions\, which regressions make a residual orthogonal t
 o regressors. The parameters of interest include many causal and policy ef
 fects. We give neural net learners of the bias correction that are automat
 ic in only depending on the object of interest and the regression residual
 . Convergence rates are given for these neural nets and for more general l
 earners of the bias correction. We also give conditions for asymptotic nor
 mality and consistent asymptotic variance estimation of the learner of the
  object of interest. We find that the resulting estimator of the average t
 reatment effect outperforms a state of the art neural net estimator based 
 on inverse propensity score weighting in a simulation study.\n
DTSTART:20220930T193000Z
DTEND:20220930T210000Z
LOCATION:Room 160\, Arts Building\, CA\, QC\, Montreal\, H3A 0G5\, 853 rue 
 Sherbrooke Ouest
SUMMARY:Whitney Newey (MIT)\, 'Automatic Debiased Machine Learning via Neur
 al Nets for Generalized Linear Regression' 
URL:/economics/channels/event/whitney-newey-mit-automa
 tic-debiased-machine-learning-neural-nets-generalized-linear-regression-34
 1758
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