Using ML to Select Covariates

Overview

This is our last module on the design of RCTs. In this module, we’ll learn how to use machine learning to choose a set of baseline covariates to include when we estimate treatment effects, and we’ll also learn how the choice of covariates influences the required sample size.

Readings

Blog Post: Using PDS Lasso to Select Controls in Field Experiments

Using Post-Double Selection Lasso in Field Experiments

Optional: An Introduction to Statistical Learning: Chapter 6

Lecture Slides

A handout version of the lecture slides is available here.

Empirical Exercise

The Stata version of the empirical exercise is available here.