Wykład: Inference for Regression with Variables Generated by AI or Machine Learning
Katedra Statystyki zaprasza do udziału w wykładzie pt. Inference for Regression with Variables Generated by AI or Machine Learning, który wygłosi prof. Timothy Christensen (Yale University). Wykład odbędzie się w czwartek 15 stycznia 2026 r. w godz. 17:00 – 18:30 w formie zdalnej, na platformie Zoom.
Link: https://ue-poznan-pl.zoom.us/j/94614210035?pwd=1OiGUgqrcIV3VSDMqahKbfpoKZHelW.1
Identyfikator spotkania: 946 1421 0035
Kod dostępu: 373763
Abstract: 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 show both theoretically and empirically that naively treating AI/ML-generated variables as „data” leads to biased estimates and invalid inference. To restore valid inference, we propose two methods: (1) an explicit bias correction with bias-corrected confidence intervals, and (2) joint estimation of the regression parameters and latent variables. We illustrate these ideas through applications involving label imputation, dimensionality reduction, and index construction via classification and aggregation.