A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2020; you can also visit the original URL.
The file type is
Regularized projection score estimation of treatment effects in high-dimensional quantile regression
We propose a regularized projection score method for estimating treatment effects in quantile regression in the presence of high-dimensional confounding covariates. We show that the proposed estimator of the treatment effects is consistent and asymptotically normal, with a root-n rate of convergence. We also provide an efficient algorithm for the proposed estimator. This algorithm can be easily implemented using existing software. Furthermore, we propose and validate a refitted wilddoi:10.5705/ss.202019.0247 fatcat:fdyhjo44tzbtxlsu7w3hk54ada