(Note: some typos in the notes corrected now.)
Below, I have posted some notes on matrix completion, inspired by this great Twitter thread by Scott Cunningham:
I've been working on a matrix completion project for a while; ever since I saw Athey, Bayati, Doudchenko, Imbens, and Khosravi 2017 paper (now updated at NBER 2018).I thought I'd share what I've learned, which is still very primitive. https://t.co/Z8eZPXEefM
— scott cunningham (@causalinf) November 26, 2018
Have a look at Scott’s thread first. Also, have a look at the material that he posted. Then, the following may be helpful for further deciphering that methods (in formats friendly for online and offline reading):
- HTML: matrix-completion
- PDF: matrix-completion
Update: I had a very useful twitter discussion with @analisereal on the identification conditions behind matrix completion for estimating the ATT. Here is the thread and then I am updating the notes to incorporate these points:
What are the identification conditions for these methods to work?
— Análise Real (@analisereal) November 28, 2018
