Tag Archives: double selection

The package hdm for double selection inference with a simple example

By Gabriel Vasconcelos In a late post I discussed the Double Selection (DS), a procedure for inference after selecting controls. I showed an example of the consequences of ignoring the variable selection step discussed in an article by Belloni, Chernozhukov … Continue reading

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Problems of causal inference after selecting controls

By Gabriel Vasconcelos Inference after model selection In many cases, when we want to estimate some causal relationship between two variables we have to solve the problem of selecting the right control variables. If we fail, our results will be … Continue reading

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