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.
| Repository name | URI |
|---|---|
| Reproducible Research Repository (World Bank) | https://reproducibility.worldbank.org |
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
Run time: ~ 2 days
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.
All data sources are publicly available and included in the reproducibility package.
| Author | Affiliation | |
|---|---|---|
| David McKenzie | World Bank | dmckenzie@worldbank.org |
| Jacobus Cilliers | Georgetown University | ejc93@georgetown.edu |
| Nour Elashmawy | World Bank | nelashmawy@worldbank.org |
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| Location | Code |
|---|---|
| World | WLD |
| 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 |
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.
| 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 |
| Name | Affiliation | |
|---|---|---|
| David McKenzie | World Bank | dmckenzie@worldbank.org |
| Reproducibility WBG | World Bank | reproducibility@worldbank.org |
| Name | Abbreviation | Affiliation | Role |
|---|---|---|---|
| Reproducibility WBG | DECDI | World Bank - Development Impact Department | Verification and preparation of metadata |
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