An amazing journey with Claude 3.5 and ChatGPT-4o who helped me backwards engineer an econometrics theory paper and taught me a lot more in the process

Yesterday I spent about ten hours of my life trying to figure out something. I was revising the section in my book on “bias corrected nearest neighbor matching” which is a paper by Abadie and Imbens (2011) that works out a way to reduce the bias associated with matching when you don’t have common support. The steps as I knew them were this:

1. Regression …