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Better Measurement or Larger Samples? Data Collection for Policy Learning with Unobserved Heterogeneity

Giacomo Opocher

arXiv 8 Apr 2026 · Econometrics

arXiv:2604.07181 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Empirical research shows that individuals' responses to treatments vary along latent characteristics, such as innate ability or motivation. Therefore, a policymaker seeking to maximize welfare may consider designing policies based on observed characteristics and estimated latent traits. I characterize how the estimates' precision affects the worst-case performance of policies deriving rate-sharp regret bounds for assignment rules that include or exclude them, highlighting new trade-offs with the policy space complexity. I then study how a policymaker can solve such trade-offs by designing tailored data collections and derive a sufficient condition for a collection plan to be minimax optimal. In an empirical application in development economics, I show that including a proxy for entrepreneurs' business skills in targeting cash transfers increases welfare by 5%, and halves the probability of generating welfare losses. Moreover, I estimate the optimal allocation of resources between improving the precision of the proxy via repeated measurements, and increasing sample size.

Citation extraction

40
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75
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appendix boundary found by appendix_command · 61% 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
1Hussam, Reshmaan and Rigol, Natalia and Roth, Benjamin N Targeting High Ability Entrepreneurs Using Community Information: Mechanism Design in the Field0.96911591%
2Kitagawa, Toru and Tetenov, Aleksey Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice0.87415567%
3Athey, Susan and Wager, Stefan Policy Learning With Observational Data0.73732100%
4Mbakop, Eric and Tabord-Meehan, Max Model Selection for Treatment Choice: Penalized Welfare Maximization0.73732100%
5Henderson, J. Vernon and Storeygard, Adam and Weil, David N Measuring Economic Growth from Outer Space0.64422100%
6Emily Breza and Arun G. Chandrasekhar and Davide Viviano Generalizability with ignorance in mind: learning what we do (not) know for archetypes discovery0.51121100%
7Aristotelis Epanomeritakis and Davide Viviano (2025) Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence0.51121100%
8Heckman, James J. and Vytlacil, Edward Policy-Relevant Treatment Effects0.51121100%
9Heckman, James J. and Vytlacil, Edward Structural Equations, Treatment Effects, and Econometric Policy Evaluation0.51121100%
10Manski, Charles F Statistical Treatment Rules for Heterogeneous Populations0.51121100%

Showing the top 10 of 40 scored citations.