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

Resource Type
  • Athey, Susan
  • Bayati, Mohsen
  • Imbens, Guido
  • Qu, Zhaonan
Publication Date
  • Abstract

    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.
  • Is supplement to
    DOI: 10.1257/pandp.20191069 (Text)
  • Athey, Susan, Mohsen Bayati, Guido Imbens, and Zhaonan Qu. “Ensemble Methods for Causal Effects in Panel Data Settings.” AEA Papers and Proceedings 109 (May 2019): 65–70.
    • ID: 10.1257/pandp.20191069 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-12-07

Athey, Susan; Bayati, Mohsen; Imbens, Guido; Qu, Zhaonan (2019): Replication data for: Ensemble Methods for Causal Effects in Panel Data Settings. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset.