Research map / Probabilistic and scientific modeling / Treatment effects
Deep Generalized Method of Moments for Instrumental Variable Analysis
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use DeepGMM instead of Poly2SLS | IV estimation · sin | test MSE: $.04 \pm .00$ -> $.02 \pm .00$ | Helped |
| Use DeepGMM instead of Vanilla2SLS | IV estimation · step | test MSE: $.03 \pm .00$ -> $.01 \pm .00$ | Helped |
| Use DeepGMM instead of Poly2SLS | IV estimation · abs | test MSE: $.04 \pm .00$ -> $.03 \pm .01$ | Helped |
| Use DeepGMM instead of Vanilla2SLS | IV estimation · linear | test MSE: $.00 \pm .00$ -> $.01 \pm .00$ | Hurt |
| Use DeepGMM instead of DeepIV | IV estimation · MNIST_Z | test MSE: $.11 \pm .00$ -> $.07 \pm .02$ | Helped |
| Use DeepGMM instead of Ridge2SLS | IV estimation · MNIST_X | test MSE: $.19 \pm .00$ -> $.15 \pm .02$ | Helped |
| Use DeepGMM instead of GMM+NN | IV estimation · MNIST_XZ | test MSE: $.25 \pm .01$ -> $.14 \pm .02$ | Helped |
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