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

Exact computation of GMM estimators for instrumental variable quantile regression models

We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression… Continue reading.

Le-Yu Chen, Sokbae (Simon) Lee
22 November 2017 | CWP52/17
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
23 October 2017 | CWP45/17

Latest version

Optimal Data Collection for Randomized Control Trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
2 May 2019 | CWP21/19

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.

Joel L. Horowitz, Sokbae (Simon) Lee
18 August 2017 | Journal Article
Oracle estimation of a change point in high dimensional quantile regression

In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ… Continue reading.

Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
10 July 2017 | Journal Article
Optimal data collection for randomized control trials

In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.

Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
27 March 2017 | CWP15/17

Previous version

Optimal data collection for randomized control trials
Pedro Carneiro, Sokbae (Simon) Lee, Daniel Wilhelm
1 April 2016 | CWP15/16
Nonparametric estimation and inference under shape restrictions

Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.

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… Continue reading.

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… Continue reading.

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… Continue reading.

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… Continue reading.

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