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Bootstrapping with AI/ML-generated labels

Timothy Christensen, Silvia Goncalves, Benoit Perron

arXiv 26 Apr 2026 · Econometrics

arXiv:2604.23770 · PDF · DOI · OpenAlex · Extracted main text

Abstract

AI/ML methods are increasingly used in economics to generate binary variables (or labels) via classification algorithms. When these generated variables are included as covariates in regressions, even small misclassification errors can induce large biases in OLS estimators and invalidate standard inference. We study whether the bootstrap can correct this bias and deliver valid inference. We first show that a seemingly natural fixed-label bootstrap, which generates data using estimated labels but relies on a corrupted version in estimation, is generally invalid unless a strong independence condition between the latent true labels and other covariates holds. We then propose a coupled-label bootstrap that jointly resamples the true and imputed labels, and show it is valid without this condition. Two finite-sample adjustments further improve coverage: a variance correction for uncertainty in estimated misclassification rates and a Hessian rotation for near-singular designs. We illustrate the methods in simulations and apply them to investigate the relationship between wages and remote work status.

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29
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66
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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
1Battaglia, L., T. Christensen, S. Hansen, and S. Sacher (2025) Inference for Regression with Variables Generated by AI or Machine Learning1.000346100%
2Hansen, S., P. J. Lambert, N. Bloom, S. J. Davis, R. Sadun, and B. T… (2026) Remote Work across Jobs, Companies, and Space, Working Paper 31007, NBER0.73732100%
3Bursztyn, L., T. Chaney, T. A. Hassan, and A. Rao (2024) The Immigrant Next Door0.51121100%
4Dupas, P., A. Handlan, A. S. Modestino, M. Niederle, M. Seré, H. She… (2026) Gender Differences in Economics Seminars0.51121100%
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6Aigner, D. J (1973) Regression with a Binary Independent Variable Subject to Errors of Observation0.40511100%
7Angelopoulos, A. N., J. C. Duchi, and T. Zrnic (2023) b): PPI++: Efficient Prediction-Powered Inference0.40511100%
8Angelopoulos, A. N., S. Bates, C. Fannjiang, M. I. Jordan, and T. Zr… (2023) a): Prediction-Powered Inference0.40511100%
9Bound, J., C. Brown, G. J. Duncan, and W. L. Rodgers (1994) Evidence on the Validity of Cross-Sectional and Longitudinal Labor Market Data0.40511100%
10Bound, J. and A. B. Krueger (1991) The Extent of Measurement Error in Longitudinal Earnings Data: Do Two Wrongs Make a Right?0.40511100%

Showing the top 10 of 29 scored citations.