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Forward-Selected Panel Data Approach for Program Evaluation

Zhentao Shi, Jingyi Huang

arXiv 16 Aug 2019 · Econometrics · publishedJournal of Econometrics (2021) · 5 citations (OpenAlex)

arXiv:1908.05894 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Policy evaluation is central to economic data analysis, but economists mostly work with observational data in view of limited opportunities to carry out controlled experiments. In the potential outcome framework, the panel data approach (Hsiao, Ching and Wan, 2012) constructs the counterfactual by exploiting the correlation between cross-sectional units in panel data. The choice of cross-sectional control units, a key step in its implementation, is nevertheless unresolved in data-rich environment when many possible controls are at the researcher's disposal. We propose the forward selection method to choose control units, and establish validity of the post-selection inference. Our asymptotic framework allows the number of possible controls to grow much faster than the time dimension. The easy-to-implement algorithms and their theoretical guarantee extend the panel data approach to big data settings.

Citation extraction

70
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Carvalho, C., Masini, R., Medeiros, M.C (2018) Arco: an artificial counterfactual approach for high-dimensional panel time-series data1.00053100%
2Das, A., Kempe, D (2011) Submodular meets spectral: greedy algorithms for subset selection, sparse approximation and dictionary selection0.8746367%
3Belloni, A., Chernozhukov, V., Kato, K (2014) Uniform post-selection inference for least absolute deviation regression and other z-estimation problems0.73732100%
4Li, K.T., Bell, D.R (2017) Estimation of average treatment effects with panel data: Asymptotic theory and implementation0.73732100%
5Sunklodas, J (2000) Approximation of distributions of sums of weakly dependent random variables by the normal distribution0.6443267%
6Belloni, A., Chernozhukov, V., Fernández-Val, I., Hansen, C (2017) Program evaluation and causal inference with high-dimensional data0.64422100%
7Berk, R., Brown, L., Buja, A., Zhang, K., Zhao, L (2013) Valid post-selection inference0.64422100%
8Bickel, P., Ritov, Y., Tsybakov, A (2009) Simultaneous analysis of Lasso and Dantzig selector0.64422100%
9Bühlmann, P (2006) Boosting for high-dimensional linear models0.64422100%
10Bühlmann, P., van de Geer, S (2011) Statistics for high-dimensional data: methods, theory and applications0.64422100%

Showing the top 10 of 70 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Bayesian Synthetic Control with a Soft Simplex Constraint1.00083
2Splash! Robustifying Donor Pools for Policy Studies0.87452
3A Relaxation Approach to Synthetic Control0.64422
4On LASSO for High Dimensional Predictive Regression0.40511
5A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data0.40511