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Replication data for: L2-Boosting for Economic Applications

Version
1
Resource Type
Dataset
Creator
  • Luo, Ye
  • Spindler, Martin
Publication Date
2017-05-01
Description
  • Abstract

    We present the L2-Boosting algorithm and two variants, namely post-Boosting and orthogonal Boosting. Building on results in Ye and Spindler (2016), we demonstrate how boosting can be used for estimation and inference of low-dimensional treatment effects. In particular, we consider estimation of a treatment effect in a setting with very many controls and in a setting with very many instruments. We provide simulations and analyze two real applications. We compare the results with Lasso and find that boosting performs quite well. This encourages further use of boosting for estimation of treatment effects in high-dimensional settings.
Availability
Download
Relations
  • Is supplement to
    DOI: 10.1257/aer.p20171040 (Text)
Publications
  • Luo, Ye, and Martin Spindler. American Economic Review, American Economic Review, 107, no. 5 (n.d.): 270–73. https://doi.org/10.1257/aer.p20171040.
    • ID: 10.1257/aer.p20171040 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-10-12

Luo, Ye; Spindler, Martin (2017): Replication data for: L2-Boosting for Economic Applications. Version: 1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E113507V1