doubleml4bounds

This is replication code for Semenova (2017). It estimates the upper bound on a treatment effect parameter when the outcome variable is recorded in brackets. The code compares two methods:

-- series-based support function estimator of Chandrasekhar et al (2012)

-- lasso-based double machine learning estimator of Semenova (2017)

Packages and Dependencies

The following packages must be installed:

R 3.6.1 (code was last run with version 3.6.1)

– ```hdm``` (as of 2021-02-16)
– ```xtable``` (as of 2021-02-16)

Replication of simulations

module load R

cd simulations 

Rscript Run_series.R Run_lasso.R Run_oracle_std.R Run_oracle_prop.R

Rscript print_main_table.R

Replication of empirical exercise

module load R

cd empirical_applications 

Rscript Run_lasso.R Run_forest.R

Rscript print_main_table.R

Support

Vira Semenova: semenovavira@gmail.com