Replication data for: Ensemble Methods for Causal Effects in Panel Data Settings

Principal Investigator(s):  View help for Principal Investigator(s) Susan Athey; Mohsen Bayati; Guido Imbens; Zhaonan Qu

Version:  View help for Version V1

Name File Type Size Last Modified
  data 12/07/2019 03:58:PM
LICENSE.txt text/plain 14.6 KB 12/07/2019 10:58:AM

Project Citation: 

Athey, Susan, Bayati, Mohsen, Imbens, Guido, and Qu, Zhaonan. Replication data for: Ensemble Methods for Causal Effects in Panel Data Settings. Nashville, TN: American Economic Association [publisher], 2019. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-12-07. https://doi.org/10.3886/E116483V1

Project Description

Summary:  View help for Summary In many prediction problems researchers have found that combinations of prediction methods ("ensembles") perform better than individual methods. In this paper we apply these ideas to synthetic control type problems in panel data. Here a number of conceptually quite different methods have been developed. We compare the predictive accuracy of three methods with an ensemble method and find that the latter dominates. These results show that ensemble methods are a practical and effective method for the type of data configurations typically encountered in empirical work in economics, and that these methods deserve more attention.

Scope of Project

JEL Classification:  View help for JEL Classification
      C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
      C33 Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models


Related Publications

Unable to retrieve related publications.
Download this project

Loading usage statistics...

Published Versions

V1 [2019-12-07]

Export Metadata

Dublin Core

DDI 2.5

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This work is licensed under an Other license created by the data depositor. Please refer to the LICENSE file, which should be located alongside the project data and documentation.

This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.