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- W2258077308 abstract "This paper investigates the use of regularization priors in the context of treatment effect estimation using observational data where the number of control variables is large relative to the number of observations. A reparameterized simultaneous regression model is presented which permits prior specifications designed to overcome certain pitfalls of the more conventional direct parametrization. The new approach is illustrated on synthetic and empirical data." @default.
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- W2258077308 date "2016-01-01" @default.
- W2258077308 modified "2023-09-25" @default.
- W2258077308 title "Bayesian Regularized Regression for Treatment Effect Estimation from Observational Data" @default.
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- W2258077308 doi "https://doi.org/10.2139/ssrn.2728512" @default.
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