{"title":"Using machine learning for efficient flexible regression adjustment in economic experiments","authors":"John A. List, Ian Muir, Gregory Sun","doi":"10.1080/07474938.2024.2373446","DOIUrl":null,"url":null,"abstract":"This study investigates the optimal use of covariates in reducing variance when analyzing experimental data. We show that finding the variance-minimizing strategy for making use of pre-treatment ob...","PeriodicalId":11438,"journal":{"name":"Econometric Reviews","volume":null,"pages":null},"PeriodicalIF":0.8000,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Reviews","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/07474938.2024.2373446","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
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Abstract
This study investigates the optimal use of covariates in reducing variance when analyzing experimental data. We show that finding the variance-minimizing strategy for making use of pre-treatment ob...
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Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.
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