Reproducible Research Repository
Reproducible Research Repository
  • Home
  • Repository
  • Collections
  • About
    Home / Repository / JA / PP_WLD_2026_544
ja

Reproducibility package for Using Post-Double Selection Lasso In Field Experiments

2026
Get Reproducibility Package
Reference ID
PP_WLD_2026_544
Author(s)
David McKenzie, Jacobus Cilliers, Nour Elashmawy
Collections
Journal articles
Metadata
JSON
Created on
Sep 08, 2026
Last modified
Sep 08, 2026
Page views
17
Downloads
2
  • Project Description
  • Downloads
  • Overview
  • Reproducibility Package
  • Description
  • Scope and coverage
  • Disclaimer
  • Access and rights
  • Contacts
  • Information on metadata
  • Overview

    Abstract

    The post-double selection Lasso estimator has become a popular way of selecting control variables when analyzing randomized experiments. This is done to try to reduce specification searching, improve precision, and reduce bias from attrition or chance imbalances. We re-estimate 743 treatment effects from published papers to examine how much difference this approach makes in practice. We find it reduces standard errors by less than one percent compared to standard Ancova on average and does not select variables to model treatment in over half the cases. The case for using this method instead of OLS or Ancova is limited.

    Reproducibility Package

    Scripts
    Readme Get Reproducibility Package
    Link: https://reproducibility.worldbank.org/catalog/646/download/1944/README.pdf
    Reproducibility package for Using Post-Double Selection Lasso In Field Experiments
    File name
    PP_WLD_2026_544
    Zip package
    PP_WLD_2026_544.zip
    Title
    Reproducibility package for Using Post-Double Selection Lasso In Field Experiments
    Date
    2026-09
    Dependencies
    Stata dependencies are listed in the ado folder.
    Instructions
    See README in reproducibility package.
    Notes
    Computational reproducibility verified by Development Impact (DECDI) Analytics team, World Bank.
    Source code repository
    Repository name URI
    Reproducible Research Repository (World Bank) https://reproducibility.worldbank.org
    Software
    Stata
    Name
    Stata
    Version
    18.5 MP

    Reproducibility

    Technology environment

    Paper exhibits were reproduced on a computer with the following specifications:
    • OS: Windows 11 Enterprise
    • Processor: INTEL(R) XEON(R) PLATINUM 8562Y+ 2.80 GHz (2 processors)
    • Memory available: 32.0 GB

    Technology requirements

    Run time: ~ 2 days

    Reproduction instructions

    To reproduce the findings in this paper, a replicator must update the working directory in line 28 of the do-file 0. Set globals, and run it.

    Data

    Datasets
    Replication Data for: The Value of Reference Letters (Abel, Burger, and Piraino 2020)
    Name
    Replication Data for: The Value of Reference Letters (Abel, Burger, and Piraino 2020)
    Note
    File location: external_data_code/AEJApplied/Abel et al 2020/. Original replication data and code for the underlying AEJ:Applied field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://www.openicpsr.org/openicpsr/project/231482/version/V1/view?path=/openicpsr/231482/fcr:versions/V1/LICENSE.txt&type=file#
    Data URL
    https://www.aeaweb.org/journals/dataset?id=10.1257/app.20180666
    Citation
    Abel, Martin, Rulof Burger, and Patrizio Piraino. 2020. "Replication package for: The Value of Reference Letters: Experimental Evidence from South Africa." [dataset]. American Economic Association. https://www.aeaweb.org/journals/dataset?id=10.1257/app.20180666.
    Replication Data for: Does Diversity Matter for Health? (Alsan, Garrick, and Graziani 2019)
    Name
    Replication Data for: Does Diversity Matter for Health? (Alsan, Garrick, and Graziani 2019)
    Note
    File location: external_data_code/AER/Alsanetal2019/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://www.openicpsr.org/openicpsr/project/231420/version/V1/view?path=/openicpsr/231420/fcr:versions/V1/LICENSE.txt&type=file#
    Data URL
    https://doi.org/10.3886/E231420V1
    Citation
    Alsan, Marcella, Owen Garrick, and Grant Graziani. 2019. "Replication data for: Does Diversity Matter for Health? Experimental Evidence from Oakland." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E231420V1.
    Data and Code for: Upping the Ante (Andrabi et al. 2020)
    Name
    Data and Code for: Upping the Ante (Andrabi et al. 2020)
    Note
    File location: external_data_code/AER/Andrabietal2020/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E118805V1
    Citation
    Andrabi, Tahir, Jishnu Das, Asim Khwaja, Selcuk Ozyurt, and Niharika Singh. 2020. "Data and Code for: Upping the Ante: The Equilibrium Effects of Unconditional Grants to Private Schools." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E118805V1.
    Data and Code for: Does Information Break the Political Resource Curse? (Armand et al. 2020)
    Name
    Data and Code for: Does Information Break the Political Resource Curse? (Armand et al. 2020)
    Note
    File location: external_data_code/AER/Armandetal2020/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E119785V1
    Citation
    Armand, Alex, Alexander Coutts, Pedro C. Vicente, and Inês Vilela. 2020. "Data and Code for: Does Information Break the Political Resource Curse? Experimental Evidence from Mozambique." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E119785V1.
    Data for: When Nature Calls Back (Augsburg et al. 2022)
    Name
    Data for: When Nature Calls Back (Augsburg et al. 2022)
    Note
    File location: external_data_code/JDE/Augsburg et al/. Original replication data and code for the underlying JDE field experiment, redistributed as part of this deposit via Mendeley Data; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.17632/95vgh7k4yk.1
    Citation
    Augsburg, Britta, Antonella Bancalari, Zara Durrani, Madhav Vaidyanathan, and Zach White. 2022. "When nature calls back: Sustaining behavioral change in rural Pakistan." [dataset]. Mendeley Data, V1. https://doi.org/10.17632/95vgh7k4yk.1.
    Data and Code for: Teaching Labor Laws (Bertrand and Crépon 2021)
    Name
    Data and Code for: Teaching Labor Laws (Bertrand and Crépon 2021)
    Note
    File location: external_data_code/AEJApplied/Bertrand et al 2021/. Original replication data and code for the underlying AEJ:Applied field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E120311V1
    Citation
    Bertrand, Marianne, and Bruno Crépon. 2021. "Data and Code for: Teaching Labor Laws: Evidence From A Randomized Control Trial in South Africa." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E120311V1.
    Data and Code for: The Impacts of a Multifaceted Pre-natal Intervention (Carneiro et al. 2021, deposited under Rasul et al. 2021)
    Name
    Data and Code for: The Impacts of a Multifaceted Pre-natal Intervention (Carneiro et al. 2021, deposited under Rasul et al. 2021)
    Note
    File location: external_data_code/AER/Carneiroetal2021/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; the openICPSR deposit is registered under the Rasul et al. (2021) citation. Re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E131421V1
    Citation
    Rasul, Imran. 2021. "Data and Code for: The Impacts of a Multifaceted Pre-natal Intervention on Human Capital Accumulation in Early Life." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E131421V1.
    Data and Code for: Reshaping Adolescents' Gender Attitudes (Dhar, Jain, and Jayachandran 2022)
    Name
    Data and Code for: Reshaping Adolescents' Gender Attitudes (Dhar, Jain, and Jayachandran 2022)
    Note
    File location: external_data_code/AER/Dharetal2022/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E149882V1
    Citation
    Dhar, Diva, Tarun Jain, and Seema Jayachandran. 2022. "Data and Code for: Reshaping Adolescents' Gender Attitudes: Evidence from a School-Based Experiment in India." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E149882V1.
    Replication Data for: Seeking the Treated (Fernando 2021)
    Name
    Replication Data for: Seeking the Treated (Fernando 2021)
    Note
    File location: external_data_code/JDE/Fernando/. Original replication data and code for the underlying JDE field experiment; redistributed in this deposit with written email permission from the author (archived in permissions/Fernando_permission.pdf), rather than via a public repository. Author's original distribution point: Dropbox link https://www.dropbox.com/scl/fi/n57mxai01f8qgg6ppfld7/replication_package.zip?rlkey=m1ucxl9l0c2nq6pyddol2dtkw&e=1&dl=0. Re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data access was granted directly to the study authors by the data owners/managers. It was obtained with a custom data license and it is included in the reproducibility package.
    License
    Custom
    Citation
    Fernando, A. Nilesh. 2021. "Replication data for: Seeking the treated: The impact of mobile extension on farmer information exchange in India." Journal of Development Economics 153: 102713.
    Data and Code for: All Eyes on Them (Garbiras-Díaz and Montenegro 2022)
    Name
    Data and Code for: All Eyes on Them (Garbiras-Díaz and Montenegro 2022)
    Note
    File location: external_data_code/AER/Garbiras-DíazandMontenegro2022/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E160921V2
    Citation
    Garbiras-Díaz, Natalia, and Mateo Montenegro. 2024 [2022 publication]. "Data and Code for: All Eyes on Them: A Field Experiment on Citizen Oversight and Electoral Integrity." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E160921V2.
    Supplementary Data for: Environmental Effects of Development Programs (Heß, Jaimovich, and Schündeln 2021)
    Name
    Supplementary Data for: Environmental Effects of Development Programs (Heß, Jaimovich, and Schündeln 2021)
    Note
    File location: external_data_code/JDE/Heß et al/. Original replication data and code for the underlying JDE field experiment, redistributed under Elsevier's journal supplementary-material policy (publicly downloadable from ScienceDirect); re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Elsevier journal supplementary-material terms
    License URL
    https://www.elsevier.com/legal/elsevier-website-terms-and-conditions
    Data URL
    https://www.sciencedirect.com/science/article/pii/S0304387821001085#appSB
    Citation
    Heß, Simon, Dany Jaimovich, and Matthias Schündeln. 2021. "Environmental effects of development programs: Experimental evidence from West African dryland forests." Journal of Development Economics 153: 102737. Supplementary data (Appendix A): https://www.sciencedirect.com/science/article/pii/S0304387821001085#appSB.
    Data and Code for: Rational Habit Formation (Hussam et al. 2022)
    Name
    Data and Code for: Rational Habit Formation (Hussam et al. 2022)
    Note
    File location: external_data_code/AER/Hussametal2022a/. Original replication data and code for the underlying AER field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E117401V1
    Citation
    Hussam, Reshmaan, Natalia Rigol, Giovanni Reggiani, and Atonu Rabbani. 2022. "Data and Code for: Rational Habit Formation: Experimental Evidence From Handwashing In India." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E117401V1.
    Supplementary Data for: The Effects of Chess Instruction (Islam, Lee, and Nicholas 2021)
    Name
    Supplementary Data for: The Effects of Chess Instruction (Islam, Lee, and Nicholas 2021)
    Note
    File location: external_data_code/JDE/Islam et al/. Original replication data and code for the underlying JDE field experiment, redistributed under Elsevier's journal supplementary-material policy (publicly downloadable from ScienceDirect); re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Elsevier journal supplementary-material terms
    License URL
    https://www.elsevier.com/legal/elsevier-website-terms-and-conditions
    Data URL
    https://www.sciencedirect.com/science/article/pii/S0304387820301905#appsec1
    Citation
    Islam, Asad, Wang-Sheng Lee, and Aaron Nicholas. 2021. "The Effects of Chess Instruction on Academic and Non-cognitive Outcomes: Field Experimental Evidence from a Developing Country." Journal of Development Economics. Supplementary data (Appendix A): https://www.sciencedirect.com/science/article/pii/S0304387820301905#appsec1.
    Data and Code for: Does Patient Demand Contribute to the Overuse of Prescription Drugs? (Lopez, Sautmann, and Schaner 2022)
    Name
    Data and Code for: Does Patient Demand Contribute to the Overuse of Prescription Drugs? (Lopez, Sautmann, and Schaner 2022)
    Note
    File location: external_data_code/AEJApplied/Lopez et al 2020/. Original replication data and code for the underlying AEJ:Applied field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E126722V1
    Citation
    Lopez, Carolina, Anja Sautmann, and Simone Schaner. 2022. "Data and Code for: Does Patient Demand Contribute to the Overuse of Prescription Drugs?" [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E126722V1.
    Data for: Information, Technology, and Market Rewards (Magnan et al. 2021)
    Name
    Data for: Information, Technology, and Market Rewards (Magnan et al. 2021)
    Note
    File location: external_data_code/JDE/Magnan et al/. Original replication data and code for the underlying JDE field experiment, redistributed as part of this deposit via Mendeley Data; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.17632/y3tys8bfrd.1
    Citation
    Magnan, Nicholas, Vivian Hoffmann, Nelson Opoku, Gissele Gajate Garrido, and Daniel Kanyam. 2021. "Data for: Information, Technology, and Market Rewards: Incentivizing Aflatoxin Control in Ghana." [dataset]. Mendeley Data, V1. https://doi.org/10.17632/y3tys8bfrd.1.
    Data for: Using Household Grants to Benchmark Cost Effectiveness (McIntosh and Zeitlin 2025)
    Name
    Data for: Using Household Grants to Benchmark Cost Effectiveness (McIntosh and Zeitlin 2025)
    Note
    File location: external_data_code/JDE/McIntosh and Zeitlin/. Original replication data and code for the underlying JDE field experiment, redistributed as part of this deposit via a public OSF deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    No License
    Data URL
    https://doi.org/10.17605/OSF.IO/YRH4E
    Citation
    McIntosh, Craig, and Andrew Zeitlin. 2025. "Using Household Grants to Benchmark the Cost Effectiveness of a USAID Workforce Readiness Program." Journal of Development Economics. OSF, September 2025. https://doi.org/10.17605/OSF.IO/YRH4E.
    Data and Code for: LinkedIn(to) Job Opportunities (Wheeler et al. 2022)
    Name
    Data and Code for: LinkedIn(to) Job Opportunities (Wheeler et al. 2022)
    Note
    File location: external_data_code/AEJApplied/Wheeleretal2022/. Original replication data and code for the underlying AEJ:Applied field experiment, redistributed as part of this deposit; re-analyzed to produce one of the 17 treatment-effect estimates in the meta-analytic dataset.
    Access policy
    Data is publicly available and included in the reproducibility package.
    License
    Creative Commons Attribution 4.0 International (CC BY 4.0)
    License URL
    https://creativecommons.org/licenses/by/4.0/
    Data URL
    https://doi.org/10.3886/E125461V1
    Citation
    Wheeler, Laurel, Robert Garlick, Eric Johnson, Patrick Shaw, and Marissa Gargano. 2022. "Data and Code for: LinkedIn(to) Job Opportunities: Experimental Evidence from Job Readiness Training." [dataset]. American Economic Association; Inter-university Consortium for Political and Social Research. https://doi.org/10.3886/E125461V1.
    Authored/Derived Datasets for Meta-Analysis
    Dataset ID
    Authored/Derived Datasets for Meta-Analysis
    Note
    File locations: derived_data/Dataset.xlsx, derived_data/dataset_updated.dta, derived_data/JournalCountData.dta. (1) Dataset.xlsx: authors' hand-built workbook, one sheet per study, containing re-estimated treatment effects from each of the 17 field-experiment papers; feeds dataset_updated.dta via Dofiles/1. Prepare data.do, with the column-letter to variable-name crosswalk documented in Dofiles/1a. rename.do. (2) dataset_updated.dta: cleaned analysis dataset of 743 treatment-effect estimates by 138 variables, derived by the authors from Dataset.xlsx; input to all main-text and appendix tables and figures. (3) JournalCountData.dta: original dataset compiled by the authors via manual full-text search of 10 journals for field-experiment papers using PDS Lasso, 2019-2025; input to Figure 1. All three are fully documented in codebook.md.
    Access policy
    Data is included in the reproducibility package.
    Citation
    Cilliers, Jacobus, Nour Elashmawy, and David McKenzie. 2026. "Authored/Derived Datasets for Meta-Analysis of 17 Field Experiments" [dataset]. Authors' compilation, in Data and Code for: Using Post-Double Selection Lasso in Field Experiments.
    Data statement

    All data sources are publicly available and included in the reproducibility package.

    Description

    Output
    Using Post-Double Selection Lasso In Field Experiments
    Type
    Journal Article
    Title
    Using Post-Double Selection Lasso In Field Experiments
    Description
    Journal Articles
    Authors
    Author Affiliation Email
    David McKenzie World Bank dmckenzie@worldbank.org
    Jacobus Cilliers Georgetown University ejc93@georgetown.edu
    Nour Elashmawy World Bank nelashmawy@worldbank.org
    Date of production

    2026-09-08

    Scope and coverage

    Geographic locations
    Location Code
    World WLD
    Keywords
    Field Experiments Selecting Control Variables Post-Double Lasso Machine Learning
    Topics
    ID Topic Vocabulary
    C93 Field Experiments JEL Classifications
    C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions JEL Classifications
    O12 Microeconomic Analyses of Economic Development JEL Classifications

    Disclaimer

    Disclaimer

    The materials in the reproducibility packages are distributed as they were prepared by the staff of the International Bank for Reconstruction and Development/The World Bank. The findings, interpretations, and conclusions expressed in this event do not necessarily reflect the views of the World Bank, the Executive Directors of the World Bank, or the governments they represent. The World Bank does not guarantee the accuracy of the materials included in the reproducibility package.

    Access and rights

    License
    Name URI
    MIT License https://opensource.org/license/mit
    World Bank IGO Rider https://github.com/worldbank/metadata-editor/blob/main/WB-IGO-RIDER.md

    Contacts

    Contacts
    Name Affiliation Email
    David McKenzie World Bank dmckenzie@worldbank.org
    Reproducibility WBG World Bank reproducibility@worldbank.org

    Information on metadata

    Producers
    Name Abbreviation Affiliation Role
    Reproducibility WBG DECDI World Bank - Development Impact Department Verification and preparation of metadata
    Date of Production

    2026-09-08

    Document version

    1

    Back to Catalog
    The World Bank Working for a World Free of Poverty
    • IBRD IDA IFC MIGA ICSID

    © The World Bank Group, All Rights Reserved.