Alex Tarr (Workshop in Applied Statistics)

Date: 

Wednesday, February 3, 2021, 12:00pm to 1:30pm

Location: 

Zoom - see below

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Today's presenter:

Alex Tarr, "Estimating Average Treatment Effects with Support Vector Machines"

Conference link:

https://harvard.zoom.us/j/97787602526?pwd=Uzh3bVVVS0F4TEVYQTJlV3BQNjcydz09

Abstract:

Support vector machine (SVM) is one of the most popular classification algorithms in the machine learning literature. We demonstrate that SVM can be used to balance covariates and estimate average causal effects under the unconfoundedness assumption. We show that the SVM cost parameter controls the trade-off between covariate balance and subset size, and as a result, existing SVM regularization path algorithms can be used to compute the balance-sample size frontier. We then characterize the bias of causal effect estimation arising from this tradeoff, connecting the proposed SVM procedure to the existing kernel balancing methods. Finally, we conduct simulation and empirical studies to evaluate the performance of the proposed methodology and find that SVM is competitive with the state-of-the-art covariate balancing methods.

The Applied Statistics Workshop (Gov 3009) is a forum for graduate students, faculty, and visiting scholars to present and discuss methodological or empirical work in progress in an interdisciplinary setting. The workshop features a tour of Harvard's statistical innovations and applications with weekly stops in different fields and disciplines and includes occasional presentations by invited speakers. It is co-hosted by Harvard University's Department of Government and Institute for Quantitative Social Science (IQSS).

For more information, visit the Applied Statistics website.