BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20250814T164604EDT-8957GsbNhr@132.216.98.100 DTSTAMP:20250814T204604Z DESCRIPTION:Harold Chiang (Vanderbilt)\n Date: January 13\, 2020\n Time and L ocation: 10:00 a.m.\, Leacock 429\n\nAbstract:\n We study estimation\, poin twise and simultaneous inference\, and confidence intervals for many avera ge partial effects of lasso Logit. Focusing on high-dimensional cluster-sa mpling environments\, we propose a new average partial effect estimator an d explore its asymptotic properties. Practical penalty choices compatible with our asymptotic theory are also provided. The proposed estimator allow for valid inference without requiring oracle property. We provide easy-to -implement algorithms for cluster-robust high-dimensional hypothesis testi ng and construction of simultaneously valid confidence intervals using a m ultiplier cluster bootstrap. We apply the proposed algorithms to the text regression model of Wu (2018) to examine the presence of gendered language on the internet\n DTSTART:20200113T150000Z DTEND:20200113T163000Z LOCATION:Leacock 429\, Leacock Building\, CA\, QC\, Montreal\, H3A 2T7\, 85 5 rue Sherbrooke Ouest SUMMARY:Harold Chiang (Vanderbilt)\, “Many Average Partial Effects: with an Application to Text Regression” URL:/economics/channels/event/harold-chiang-vanderbilt -many-average-partial-effects-application-text-regression-305545 END:VEVENT END:VCALENDAR