I have presented the Linked Administrative Data and Estimating Marginal Willingness to pay for Amenities (joint work with James Hansesn and Alicia N. Rambaldi) at Western Economic Association International @ Melbourne.
Peer Effects in Health Insurance
Brown Bag Presentation at The University of Queensland
Critical CART Hyperparameters in Synthpop
Creating Synthetic Data with R
I have been working on a project to create synthetic data for a long while. I have realized that the synthpop package was producing identical values, whereas it was supposed to be producing values from a predictive posterior distribution. I have been using the CART algorithm for its flexibility, but the model must be overfitting, even though I do not have too many variables. So, how can one prevent creating identical values? The answer was given in the article: “synthpop: An R package for generating synthetic versions of sensitive microdata for statistical disclosure control”.
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An Implementation of Double Machine Learning with XGboost in R
A Benchmark Estimate
This is an attempt to estimate Double Machine Learning with XGboost algorithm in R. The purpose is to create a benchmark estimation with DML. The user can choose various machine learning algorithms, where optimizing hyperparameters can be time-consuming. XGboost is a very useful in this regard. This script can be used to produce substantially accurate preliminary results. Repository is here.
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Solution to Memory Leak in R with callr package
An example calling other packages in callr
I have been working with huge samples recently. When you work with large samples, memory leak is a common problem. I have been extensively using garbage collector, but it is not helping much. So, you need to write your codes efficiently.
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