Replication data for: L2-Boosting for Economic Applications

Ye Luo & Martin Spindler
We present the L2-Boosting algorithm and two variants, namely post-Boosting and orthogonal Boosting. Building on results in Ye and Spindler (2016), we demonstrate how boosting can be used for estimation and inference of low-dimensional treatment effects. In particular, we consider estimation of a treatment effect in a setting with very many controls and in a setting with very many instruments. We provide simulations and analyze two real applications. We compare the results with Lasso and...
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