Template-Type: ReDIF-Paper 1.0
Author-Name: Delbianco Fernando
Author-Name-First: Fernando
Author-Name-Last: Delbianco
Author-Name: Tohmé Fernando
Author-Name-First: Fernando
Author-Name-Last: Tohmé
Title: What is a relevant control?: An algorithmic proposal
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.
Length:  16 pages
Creation-Date:  2023-11
File-URL: https://aaep.org.ar/works/works2023/4643.pdf
File-Format: Application/pdf
Number: 4643
Classification-JEL: C4, C1
Handle: RePEc:aep:anales:4643