2017
DOI: 10.1017/pan.2016.14
|View full text |Cite
|
Sign up to set email alerts
|

Sparse Estimation and Uncertainty with Application to Subgroup Analysis

Abstract: We introduce a Bayesian method, LASSOplus, that unifies recent contributions in the sparse modeling literatures, while substantially extending pre-existing estimators in terms of both performance and flexibility. Unlike existing Bayesian variable selection methods, LASSOplus both selects and estimates effects while returning estimated confidence intervals for discovered effects. Furthermore, we show how LASSOplus easily extends to modeling repeated observations and permits a simple Bonferroni correction to con… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

2
64
0

Year Published

2017
2017
2025
2025

Publication Types

Select...
8
1

Relationship

1
8

Authors

Journals

citations
Cited by 53 publications
(66 citation statements)
references
References 78 publications
2
64
0
Order By: Relevance
“…This is particularly the case for subgroup analyses of conjoint experiments. Such exercises are an increasingly common feature of experimental analysis (Green and Kern, 2012;Ratkovic and Tingley, 2017;Grimmer, Messing, and Westwood, 2017;Egami and Imai, 2018). For example, the Hainmueller, Hopkins, and Yamamoto (2014) study of immigration attitudes splits the sample in two using a measure of ethnocentrism and then compares AMCEs for the two subgroups.…”
mentioning
confidence: 99%
“…This is particularly the case for subgroup analyses of conjoint experiments. Such exercises are an increasingly common feature of experimental analysis (Green and Kern, 2012;Ratkovic and Tingley, 2017;Grimmer, Messing, and Westwood, 2017;Egami and Imai, 2018). For example, the Hainmueller, Hopkins, and Yamamoto (2014) study of immigration attitudes splits the sample in two using a measure of ethnocentrism and then compares AMCEs for the two subgroups.…”
mentioning
confidence: 99%
“…(2) principled model selection. One of the most significant challenges faced by researchers using (Bloniarz et al, 2016;Ratkovic and Tingley, 2017).…”
Section: Machine Learning and "Big Data"mentioning
confidence: 99%
“…While some hypotheses can be formed regarding treatment effect heterogeneity (see below), repeatedly subsetting the data leads to multiple inference problems and implicitly acknowledges that the current model is misspecified. I will therefore use LASSOplus, a Bayesian method to identify relevant subgroups (Ratkovic and Tingley 2017). The estimator both estimates and selects relevant treatment effects.…”
Section: Treatment Effect Heterogeneitymentioning
confidence: 99%
“…It considers all lower order and interaction terms and returns the ones estimated to be different from zero. As shown by a simulation experiment in Ratkovic and Tingley (2017), LASSOplus estimates are conservative but powerful in identifying nonzero effects. As this estimation is post-inferential, it describes effects that are apparent in my data and can therewith point to interesting questions to be considered in future research.…”
Section: Treatment Effect Heterogeneitymentioning
confidence: 99%