In Simple Words
Think of a detective sifting through hundreds of potential clues at a crime scene. Instead of manually picking favorite clues to build a case, the detective uses an automated scanner that systematically selects only the few specific clues that mathematically improve the investigation's accuracy without bias.
Research question
Including a large set of baseline covariates in experimental regression models creates a risk of specification searching and parameter over-fitting when evaluating treatment effects.
Participants
N = 7,438 firms in France evaluated across 43 candidate baseline control variables.
Study Design
Double post-Lasso covariate selection protocol (Belloni et al., 2014) applied to linear treatment effect estimation.
Results
The automated procedure selected only 4 baseline variables out of 43 (prior vacancies, prior permanent hires, prior fixed-term hires, and sector indicators), yielding identical treatment effect point estimates (+0.047 for permanent hires) and standard errors (0.022).
Takeaway
Apply double post-Lasso automated variable selection to control for baseline high-dimensional firm attributes without introducing specification search bias.
Source and citation
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Plain-English glossary
Original explanations, informed by the references below. Examples are illustrations, not data from the studies above. The research text stays unchanged.
- Baseline
The starting measurements in a study. Researchers use these to compare what participants were like at the start with what happens later.
ExampleBefore a training programme starts, researchers measure workers’ earnings. That first measurement is the baseline.
GET-IT glossary · Baseline characteristics ↗Read more about baseline →