Research Markets

Regression with Many Generated Controls

Nov 4, 2026 Source ↗

Key Insights

We consider linear regression when some covariates are endogenous, a variable sufficient to control for endogeneity exists but is latent, and the practitioner can generate many proxies for the latent.

Cite this synthesis DOI: 10.48550/arXiv.2611.06855 ↗

Show formatted citation

@misc{ acaciamarkets-research-regression-with-many-generated-controls,
  title = { Regression with Many Generated Controls },
  author = { Leszek },
  year = { 2026 },
  doi = { 10.48550/arXiv.2611.06855 },
  url = { http://arxiv.org/abs/2611.06855v1 },
  note = {Summarized and classified by AcaciaFund}
}

TY  - GEN
TI  - Regression with Many Generated Controls
AU  - Leszek
PY  - 2026
DO  - 10.48550/arXiv.2611.06855
UR  - http://arxiv.org/abs/2611.06855v1
ER  -

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Overview

We consider linear regression when some covariates are endogenous, a variable sufficient to control for endogeneity exists but is latent, and the practitioner can generate many proxies for the latent

Key Topics

Quantitative Modeling: A theme covered by this item within the markets context.

Why It Matters

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Key Takeaways

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Article Metadata

Evergreen Synthesized

quantitative-modeling market-microstructure

Market Microstructure

SQI 0.750