Publication:
Using Post-Double Selection Lasso in Field Experiments

dc.contributor.authorCilliers, Jacobus
dc.contributor.authorElashmawy, Nour
dc.contributor.authorMcKenzie, David
dc.date.accessioned2024-09-27T14:01:26Z
dc.date.available2024-09-27T14:01:26Z
dc.date.issued2024-09-27
dc.description.abstractThe post-double selection Lasso estimator has become a popular way of selecting control variables when analyzing randomized experiments. This is done to try to improve precision, and reduce bias from attrition or chance imbalances. This paper re-estimates 780 treatment effects from published papers to examine how much difference this approach makes in practice. PDS Lasso is found to reduce standard errors by less than one percent compared to standard Ancova on average and does not select variables to model treatment in over half the cases. The authors discuss and provide evidence on the key practical decisions researchers face in using this method.en
dc.identifierhttp://documents.worldbank.org/curated/en/099721209262431433/IDU19a34656a19be714ca21ac1f1c8c30a8b071d
dc.identifier.doi10.1596/1813-9450-10931
dc.identifier.urihttps://hdl.handle.net/10986/42206
dc.languageEnglish
dc.language.isoen_US
dc.publisherWashington, DC: World Bank
dc.relation.ispartofseriesPolicy Research Working Paper; 10931
dc.rightsCC BY 3.0 IGO
dc.rights.holderWorld Bank
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/igo/
dc.subjectTREATMENT EFFECT
dc.subjectRANDOMIZED EXPERIMENT
dc.subjectPOST-DOUBLE SELECTION LASSO
dc.subjectATTRITION
dc.subjectSTATISTICAL POWER
dc.subjectINDUSTRY, INNOVATION AND INFRASTRUCTURE
dc.subjectSDG 9
dc.titleUsing Post-Double Selection Lasso in Field Experimentsen
dc.typeWorking Paper
dspace.entity.typePublication
okr.crossref.titleUsing Post-Double Selection Lasso in Field Experiments
okr.date.disclosure2024-09-27
okr.date.lastmodified2024-09-26T00:00:00Zen
okr.doctypePolicy Research Working Paper
okr.doctypePublications & Research
okr.docurlhttp://documents.worldbank.org/curated/en/099721209262431433/IDU19a34656a19be714ca21ac1f1c8c30a8b071d
okr.guid099721209262431433
okr.identifier.docmidIDU-9a34656a-9be7-4ca2-ac1f-c8c30a8b071d
okr.identifier.doi10.1596/1813-9450-10931
okr.identifier.doihttps://doi.org/10.1596/1813-9450-10931
okr.identifier.externaldocumentum34395891
okr.identifier.internaldocumentum34395891
okr.identifier.reportWPS10931
okr.import.id5370
okr.importedtrueen
okr.language.supporteden
okr.pdfurlhttp://documents.worldbank.org/curated/en/099721209262431433/pdf/IDU19a34656a19be714ca21ac1f1c8c30a8b071d.pdfen
okr.region.geographicalWorld
okr.topicIndustry::Industrial and Market Data and Reporting
okr.topicPrivate Sector Development::Corporate Data and Reporting
okr.unitDECRG: Finance & Priv Sec Devt (DECFP)
relation.isSeriesOfPublication26e071dc-b0bf-409c-b982-df2970295c87
relation.isSeriesOfPublication.latestForDiscovery26e071dc-b0bf-409c-b982-df2970295c87
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