Lies, Damn Lies and OLS Weights Part 4

Todays substack is the penultimate fourth part in a five part series on Tymon Słoyzński’s 2022 paper on OLS under heterogenous treatment effects and the weird weighting it uses for estimation. I have tried to think of the best way to organize this material and decided to use the K.I.S.S. Principle — Keep It Simple, Scott. So what I’ll do is this.

1. Introdu…