no code implementations • 10 Dec 2023 • Gregory Faletto
To address the bias of the canonical two-way fixed effects estimator for difference-in-differences under staggered adoptions, Wooldridge (2021) proposed the extended two-way fixed effects estimator, which adds many parameters.
1 code implementation • 30 May 2023 • Gregory Faletto, Jacob Bien
We present PRESTO, a relaxation of the proportional odds model for ordinal regression.
no code implementations • 3 Jan 2022 • Gregory Faletto, Jacob Bien
Stability selection (Meinshausen and Buhlmann, 2010) makes any feature selection method more stable by returning only those features that are consistently selected across many subsamples.