What is a relevant control?: An algorithmic proposal

Fernando Delbianco () and Fernando Tohmé

No 4643, Asociación Argentina de Economía Política: Working Papers from Asociación Argentina de Economía Política

Abstract: Individualized inference (or prediction) is an approach to data analysis that is increasingly relevant thanks to the availability of large datasets. In this paper, we present an algorithm that starts by detecting the relevant observations for a given query. Further refinement of that subsample is obtained by selecting the ones with the largest Shapley values. The probability distribution over this selection allows to generate synthetic controls, which in turn can be used to generate a robust inference (or prediction). Data collected from repeating this procedure for different queries provides a deeper understanding of the general process that generates the data.

JEL-codes: C1 C4 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2023-11
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Working Paper: What is a relevant control?: An algorithmic proposal (2023)
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