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

Evaluating the Effect of an Early Literacy Intervention

Using PDS Lasso to Select Controls 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.