hayeszhou's Projects
Example materials for using hdps Stata package
🤖 Python examples of popular machine learning algorithms with interactive Jupyter demos and math being explained
Robust inference in difference-in-differences and event study designs
Multiplicative Interaction Models Diagnostics and Visualization, Producing Flexible Marginal Effect Estimates
Stata Package interflex
Instrumental Variable Quantile Regression
Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)
Kink regression model
An illustrative example of a LASSO applied to healthcare data with hundreds of independent variables
Routines to compute Lasso solution in R and Python
LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation
gh-page
Estimation and inference using local polynomial distribution/density regression methods.
R package for Logistic Vector Smooth Transition AutoRegression modelling
🤖 Interactive Machine Learning experiments: 🏋️models training + 🎨models demo
Workshop (6 hours): preprocessing, cross-validation, lasso, decision trees, random forest, xgboost, superlearner ensembles
Malmquist Productivity index in Stata
Qini curves for multi-armed treatment rules
This repository includes Stata coding for matching estimations, especially propensity score matching.
Matrix Completion Methods for Causal Panel Data Models
Code Repository for MS20190155
Data and code to replicate the findings of Mendez(2020). Includes a Stata tutorial: Convergence test and identification of clubs using Stata
Synthetic controls for micro-level data