mlsanityData to 7 Oct 2026

Synthetic Control As Online Linear Regression

arXiv 2202.08426 ↗First posted 17 Feb 2022econ.EM cs.LG stat.MEcited by 5

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Abstract (arXiv)

This paper notes a simple connection between synthetic control and online learning. Specifically, we recognize synthetic control as an instance of Follow-The-Leader (FTL). Standard results in online convex optimization then imply that, even when outcomes are chosen by an adversary, synthetic control predictions of counterfactual outcomes for the treated unit perform almost as well as an oracle weighted average of control units' outcomes. Synthetic control on differenced data performs almost as well as oracle weighted difference-in-differences, potentially making it an attractive choice in practice. We argue that this observation further supports the use of synthetic control estimators in comparative case studies.

Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 12 of its 46 references that are in the map. First posted on arXiv 17 Feb 2022.

Builds on

12 of 46 references.

References · 12

  1. 2021Convex optimizationcited by 2,479
  2. 2019Introduction to Online Convex Optimizationcited by 793
  3. 2016Distribution-Free Predictive Inference For Regressioncited by 657
  4. 2019Online Learning: A Modern Introduction Using Convex Optimizationcited by 407
  5. 2018Synthetic Difference in Differencescited by 41
  6. 2017An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controlscited by 36
  7. 2021Online Learning with Optimism and Delaycited by 33
  8. 2018The Augmented Synthetic Control Methodcited by 25
  9. 2021On the Assumptions of Synthetic Control Methodscited by 12
  10. 2019Synthetic learner: model-free inference on treatments over timecited by 5
  11. 2021A Design-Based Perspective on Synthetic Control Methodscited by 5
  12. 2019Synthetic Controls with Staggered Adoptioncited by 1

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Cited by year

Citing papers per year: 2022: 2; 2023: 3.

5 papers.

  1. 2022Tangential Wasserstein Projectionscited by 4
  2. 2023Adaptive Principal Component Regression with Applications to Panel Datacited by 4
  3. 2022Weighted Sum-Rate Maximization With Causal Inference for Latent Interference Estimationcited by 0
  4. 2023Bounded (O(1)) Regret Recommendation Learning via Synthetic Controls Oraclecited by 0
  5. 2023Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Explorationcited by 0