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A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics

Sophie-Charlotte Klose, Johannes Lederer

arXiv 22 Jun 2020 · Econometrics · 3 citations (OpenAlex)

arXiv:2006.12296 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We introduce tools for controlled variable selection to economists. In particular, we apply a recently introduced aggregation scheme for false discovery rate (FDR) control to German administrative data to determine the parts of the individual employment histories that are relevant for the career outcomes of women. Our results suggest that career outcomes can be predicted based on a small set of variables, such as daily earnings, wage increases in combination with a high level of education, employment status, and working experience.

Citation extraction

25
references
47
in-text mentions
25
distinct cited
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self-citations
9,063
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appendix boundary found by appendix_titled_section at “Appendix” · 66% of the source is main text. Read the extracted text to check this.

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
1Xie, F. ; Lederer, J (2019) Aggregated False Discovery Rate Control1.000104100%
2Candès, E. ; Fan, Y. ; Janson, L. ; Lv, J (2016) Panning for gold: model-X knockoffs for high-dimensional controlled variable selection1.00084100%
3Barber, R. F. ; Candès, J (2015) Controlling the false discovery rate via knockoffs1.00063100%
4Benjamini, Y. ; Hochberg, Y (1995) Controlling the false discovery rate: A practical and powerful approach to multiple testing0.64422100%
5Adda, J. ; Dustmann, C. ; Stevens, K (2017) The career costs of children0.40511100%
6Almquist, E. M. ; Angrist, S. S (1970) Career salience and atypicality of occupational choice among college women0.40511100%
7Athey, S (2017) Beyond prediction: Using big data for policy problems0.40511100%
8Athey, S. ; Imbens, G (2019) Machine learning methods economists should know about0.40511100%
9Barber, R. F. ; Candès, E. J. ; Samworth, R. J (2019) Robust inference with knockoffs0.40511100%
10Belloni, A. ; Chernozhukov, V. ; Hansen, C (2011) Inference for high-dimensional sparse econometric models0.40511100%

Showing the top 10 of 25 scored citations.