Tag: econometrics
All the articles with the tag "econometrics".
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Double Machine Learning: Residualize Twice, Then Regress
Plugging a flexible ML fit into a causal regression biases the estimate through regularization and overfitting. Residualizing both outcome and treatment, out of fold, repairs the estimation. It does nothing for confounders you never measured.
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What Decades of Marketing-Mix Data Actually Tell Us
Forty years of scanner data and split-cable experiments converge on a few numbers that are remarkably stable across brands and categories. Knowing them turns a media model from a free-for-all into something with priors.