Jacob Zhu

Hierarchical Clustering As a Novel Solution to the Notorious Multicollinearity Problem in Observational Causal Inference

Yufei Wu, Zhiying Gu, Alex Deng, Jacob Zhu, Linsha Chen

Multicollinearity is a long lasting challenge in observational causal inference, especially in regressions -- highly correlated independent variables make it hard to isolate their individual impacts on outcomes of interest. While common solutions such as shrinkage estimators and…Read more