Sökning: "L2boosting"

Hittade 1 uppsats innehållade ordet L2boosting.

  1. 1. Needles in a haystack: a machine learning approach to instrumental variables selection

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Filip Mellgren; Vera Lindén; [2018]
    Nyckelord :instrumental variables; LASSO; L2boosting;

    Sammanfattning : This paper explores the comparative merits of two different machine learning algorithms for variable selection in an instrumental variables (IV) setting with many weak instruments. We apply a new method, post-L2boosting, to Angrist and Krueger's (1991) classical paper about the effect of schooling on earnings. LÄS MER