Sokbae "Simon" Lee's repositories
Best-Subset-Binary-Prediction
Matlab codes for the best subset binary prediction method
Dimension-reducing-conditional-moment-inequalities
Gauss codes for replicating the simulation results of Chen and Lee (2019) on dimension reducing conditional moment inequalities for discrete choice models
fadtwo
FActor-Driven TWO-regime regressions
illinois-wellness-data
Public use data for the Illinois Workplace Wellness Study
IVQR-GMM-computation-codes
Matlab codes for exact computation of IVQR GMM estimators
L0-ERM
Matlab codes for the L0-ERM binary classification method
Matlab-data-coll
This project provides Matlab commands for covariate and sample size selection in randomized control trials
prescience-r
R package of the Approximate Best Subset Maximum Binary Prediction Rule (PRESCIENCE) proposed by Chen and Lee (2018).
replication-LeeNg-2022-ICML
Replication Files for Lee and Ng (2022, ICML)
sampleproject
A sample project that exists for PyPUG's "Tutorial on Packaging and Distributing Projects"
sparseHP
Sparse HP and other filtering procedures proposed in Lee et al. (2020)
SparseQR
Matlab codes for L0-based regularized quantile regression methods