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Chernozhukov et al., 2018 - Google Patents

The sorted effects method: Discovering heterogeneous effects beyond their averages

Chernozhukov et al., 2018

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Document ID
9306080331350859394
Author
Chernozhukov V
Fernández‐Val I
Luo Y
Publication year
Publication venue
Econometrica

External Links

Snippet

The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of heterogeneity, a common practice in modern …
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