Research Staff

Sokbae (Simon) Lee

Columbia University and IFS

Sokbae is a Professor of Economics at Columbia University. His research focuses on theoretical and applied econometrics.

Selected Publications

Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16

Previous version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment e ffect estimator can be […]

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16

Latest version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17
The lasso for high dimensional regression with a possible change point

We consider a high dimensional regression model with a possible change point due to a covariate […]

Sokbae (Simon) Lee, Myung Hwan Seo, Youngki Shin
31 January 2016 | Journal Article
Doubly robust uniform confidence band for the conditional average treatment effect function

In this paper, we propose a doubly robust method to present the heterogeneity of the average […]

Sokbae (Simon) Lee, Ryo Okui, Yoon-Jae Whang
10 January 2016 | CWP03/16
Identifying effects of multivalued treatments

Multivalued treatment models have only been studied so far under restrictive assumptions: ordered choice, or more […]

Sokbae (Simon) Lee, Bernard Salanie
8 December 2015 | CWP72/15

Latest version

Identifying effects of multivalued treatments
Sokbae (Simon) Lee, Bernard Salanie
12 June 2018 | CWP34/18
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]

Minsu Chang, Sokbae (Simon) Lee, Yoon-Jae Whang
30 October 2015 | Journal Article

Previous version

Nonparametric tests of conditional treatment effects
Sokbae (Simon) Lee, Yoon-Jae Whang
6 December 2009 | CWP36/09
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity, […]

Joel L. Horowitz, Sokbae (Simon) Lee
19 October 2015 | CWP67/15

Latest version

Nonparametric estimation and inference under shape restrictions
Joel L. Horowitz, Sokbae (Simon) Lee
25 July 2016 | CWP29/16
Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930

The vast majority of immigrants to the United States at the beginning of the 20th century […]

Pedro Carneiro, Sokbae (Simon) Lee, Hugo Reis
24 June 2015 | CWP28/15
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models

This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]

Le-Yu Chen, Sokbae (Simon) Lee
18 June 2015 | CWP26/15
Implementing intersection bounds in Stata

We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]

Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
16 March 2015 | Journal Article

Previous version

Implementing intersection bounds in Stata
Victor Chernozhukov, Wooyoung Kim, Sokbae (Simon) Lee, Adam Rosen
28 May 2014 | CWP25/14