2 citations · 3 across the 2 of their papers we have counts for
2 papers
econ.EM2024★ 2 cited
Inference for Regression with Variables Generated by AI or Machine Learning
Laura Battaglia, Timothy Christensen, Stephen Hansen +1
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We s…
econ.EM2021★ 1 cited
Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data
Szymon Sacher, Laura Battaglia, Stephen Hansen
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (…