Corpus ID: 52164485

Robust Synthetic Control

@article{Amjad2018RobustSC,
  title={Robust Synthetic Control},
  author={Muhammad J. Amjad and D. Shah and Dennis Shen},
  journal={J. Mach. Learn. Res.},
  year={2018},
  volume={19},
  pages={22:1-22:51}
}
  • Muhammad J. Amjad, D. Shah, Dennis Shen
  • Published 2018
  • Mathematics, Economics, Computer Science
  • J. Mach. Learn. Res.
    • We present a robust generalization of the synthetic control method for comparative case studies. Like the classical method, we present an algorithm to estimate the unobservable counterfactual of a treatment unit. A distinguishing feature of our algorithm is that of de-noising the data matrix via singular value thresholding, which renders our approach robust in multiple facets: it automatically identifies a good subset of donors, overcomes the challenges of missing data, and continues to work… CONTINUE READING
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