Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"

TL;DR

This supplementary appendix provides additional results, proofs, and simulations to support the main analysis of treatment effects after selecting high-dimensional controls.

Contribution

It offers detailed supplementary material, including omitted proofs and extensive simulations, enhancing the understanding of treatment effect inference in high-dimensional settings.

Findings

Additional simulation results support main conclusions

Omitted proofs are provided for theoretical claims

Supplementary analysis clarifies methodological robustness

Abstract

In this supplementary appendix we provide additional results, omitted proofs and extensive simulations that complement the analysis of the main text (arXiv:1201.0224).