Search Results for author: Gregory Faletto

Found 3 papers, 1 papers with code

Fused Extended Two-Way Fixed Effects for Difference-in-Differences with Staggered Adoptions

no code implementations10 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.

Predicting Rare Events by Shrinking Towards Proportional Odds

1 code implementation30 May 2023 Gregory Faletto, Jacob Bien

We present PRESTO, a relaxation of the proportional odds model for ordinal regression.

Marketing regression

Cluster Stability Selection

no code implementations3 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.

feature selection

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