Economic Measurement Lost in a Random Forest? A Case Study of Employment Data.

Big data and machine learning (ML) offer transformative potential for economic measurement. This study evaluates the use of alternative employment data from a payroll processor to improve on timely measures of regional employment estimates, comparing ML methods--Lasso regression and Random Forest (R...

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Publicado en:AEA Papers & Proceedings Vol. 115; pp. 68 - 73
Autores principales: Dunn, Abe, English, Eric, Hood, Kyle, Mason, Lowell, Quistorff, Brian
Formato: Artículo
Publicado: American Economic Association May2025
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: May2025
      vid: 115
      pid: 22
      pub: American Economic Association
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        185592663
        10.1257/pandp.20251103
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        atl: Economic Measurement Lost in a Random Forest? A Case Study of Employment Data.
      aug:
        au:
          Dunn, Abe
          English, Eric
          Hood, Kyle
          Mason, Lowell
          Quistorff, Brian
        affil:
          Bureau of Economic Analysis
          US Census Bureau
          Bureau of Labor Statistics
      su:
        Machine learning
        Random forest algorithms
        Big data
        Sampling errors
        Economic statistics
        Employment statistics
        Model validation
      sug:
        subj:
          Machine learning
          Random forest algorithms
          Big data
          Sampling errors
          Economic statistics
          Employment statistics
          Model validation
      ab: Big data and machine learning (ML) offer transformative potential for economic measurement. This study evaluates the use of alternative employment data from a payroll processor to improve on timely measures of regional employment estimates, comparing ML methods--Lasso regression and Random Forest (RF)--to linear models. RF models show substantial improvements in cross-validation but struggle with extrapolation, particularly during the pandemic. At the county level, greater data variation aids prediction, though sampling errors complicate performance. These findings highlight ML's promise in improving economic statistics while emphasizing the need for careful model selection, robust evaluation metrics, and consideration of data-specific challenges.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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