合成控制法的最佳初始供体选择

IF 2.1 4区 经济学 Q2 ECONOMICS
Giovanni Cerulli
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引用次数: 0

摘要

本文认为,由于偏差与方差的权衡,合成控制法(SCM)的性能可能取决于初始控制单元(供体)集。通过交叉验证验证的前向逐步选择算法可以通过建议使用较少的供体来减少预测误差。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Optimal initial donor selection for the synthetic control method

This paper argues that the performance of the Synthetic Control Method (SCM) can depend on the initial set of control units (donors) due to a bias–variance trade-off. A forward stepwise selection algorithm, validated via cross-validation, may reduce prediction error by suggesting to use fewer donors.

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来源期刊
Economics Letters
Economics Letters ECONOMICS-
CiteScore
3.20
自引率
5.00%
发文量
348
审稿时长
30 days
期刊介绍: Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.
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