Earlier today I spent some time shitting on this paper without a broader discussion of why I was doing so I shall hold forth on this matter now as I think it is revealing of the absolute state of empirical social science and microeconometrics in particularhttps://twitter.com/RRHDr/status/1295488617125687297 …
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my intuition is that the lpm should be better if the event is quite rare + sample sizes r small, but hadn't thought about that – here's a table from a paper I found that argues LPM > logit for larger samples: https://pdfs.semanticscholar.org/afe3/bb3575d8d5a493cfac36e190788350ef85f1.pdf …pic.twitter.com/eTofDwQQWp
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Honestly I haven't run anything but a forest for classification in years
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