The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages

© 2018 The Econometric Society The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of heterogeneity, a common practice in mo...

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Bibliographic Details
Main Authors: Chernozhukov, Victor, Fernández-Val, Iván, Luo, Ye
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:English
Published: The Econometric Society 2021
Online Access:https://hdl.handle.net/1721.1/134897