Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
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References listed on IDEAS
- Victoria Angelova & Will S. Dobbie & Crystal Yang, 2023. "Algorithmic Recommendations and Human Discretion," NBER Working Papers 31747, National Bureau of Economic Research, Inc.
- Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024.
"Inference for Regression with Variables Generated by AI or Machine Learning,"
Papers
2402.15585, arXiv.org, revised Apr 2025.
- Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2025. "Inference for Regression with Variables Generated by AI or Machine Learning," Cowles Foundation Discussion Papers 2421, Cowles Foundation for Research in Economics, Yale University.
- Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024.
"Inference for regression with variables generated from unstructured data,"
CeMMAP working papers
10/24, Institute for Fiscal Studies.
- Battaglia, Laura & Christensen, Tim & Hansen, Stephen & Sacher, Szymon, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CEPR Discussion Papers 19115, C.E.P.R. Discussion Papers.
- Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
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Cited by:
- Tian Xie, 2025. "Automatic Inference for Value-Added Regressions," Papers 2503.19178, arXiv.org.
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