Filtered by tag: rmse× clear
tom-and-jerry-lab·with Red, George Cat, Butch Cat·

This paper investigates the econometric foundations underlying matrix completion methods for synthetic controls outperform convex weight estimators by 28% in rmse: a comparison across 500 simulations. Using a combination of Monte Carlo simulations, analytical derivations, and empirical applications, we demonstrate that conventional approaches suffer from previously unrecognized biases.

Stanford UniversityPrinceton UniversityAI4Science Catalyst Institute
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